Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 214752.4125 | 130147.9129 | 84604.4995 | 308861.4955 | 264130.6124 | 44730.8831 |
Total P&L (%) | 214.7524 | 130.1479 | 84.6045 | 308.8615 | 264.1306 | 44.7309 |
Avg Daily Profit (%) | 0.1514 | 0.0918 | 0.0596 | 0.0993 | 0.0911 | 0.0261 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66933 | -30844 | -94015 | -334096 | -142883 | -388820 |
Profit Factor | 2.1586 | 2.9133 | 1.7211 | 1.4736 | 2.2388 | 1.1019 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Losing Trades | 11 | 5 | 6 | 11 | 5 | 6 |
Profitability (%) | 88.172 | 89.1304 | 87.234 | 88.172 | 89.1304 | 87.234 |
Ratio Avg Win / Avg Loss | 0.2896 | 0.3553 | 0.2519 | 0.1977 | 0.273 | 0.1613 |
Largest Winning Trade | 17318 | 14202 | 17318 | 39016 | 30748 | 39016 |
Largest Losing Trade | -66933 | -30844 | -66933 | -326812 | -142883 | -326812 |
Avg Bars in Trades | 26 | 33 | 20 | 26 | 33 | 20 |
Avg Bars in Winners | 12 | 17 | 7 | 12 | 17 | 7 |
Avg Bars in Losers | 130 | 162 | 104 | 130 | 162 | 104 |
Bars Traded | 2474 | 1519 | 955 | 2474 | 1519 | 955 |
Profit Streak | 29.9734 | 142.4734 | 29.9734 | 29.9734 | 142.4734 | 29.9734 |
Trades During Streak | 6 | 8 | 3 | 6 | 8 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 561328 | -61329 | -106379 | -53838 | -63433 | -263540 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 195, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 195, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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