Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -89543.9286 | 97822.7277 | -187366.6563 | 3543589.2375 | 35467.4086 | 3508121.829 |
Total P&L (%) | -89.5439 | 97.8227 | -187.3667 | 3543.5892 | 35.4674 | 3508.1218 |
Avg Daily Profit (%) | -0.0414 | 0.0453 | -0.0867 | 0.1665 | 0.014 | 0.166 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -479609 | -95116 | -455207 | -1278745 | -2056663 | -497240 |
Profit Factor | 0.903 | 1.3156 | 0.6946 | 1.6033 | 1.0086 | 2.9809 |
Total Trades | 295 | 147 | 148 | 295 | 147 | 148 |
Winning Trades | 247 | 119 | 128 | 239 | 117 | 122 |
Losing Trades | 48 | 28 | 20 | 56 | 30 | 26 |
Profitability (%) | 83.7288 | 80.9524 | 86.4865 | 81.0169 | 79.5918 | 82.4324 |
Ratio Avg Win / Avg Loss | 0.1755 | 0.3096 | 0.1085 | 0.3757 | 0.2586 | 0.6353 |
Largest Winning Trade | 20279 | 20279 | 13846 | 811927 | 133171 | 811927 |
Largest Losing Trade | -323292 | -58405 | -323292 | -841614 | -841614 | -349176 |
Avg Bars in Trades | 41 | 52 | 30 | 41 | 52 | 30 |
Avg Bars in Winners | 11 | 12 | 10 | 16 | 17 | 14 |
Avg Bars in Losers | 198 | 223 | 162 | 149 | 188 | 104 |
Bars Traded | 12281 | 7752 | 4529 | 12281 | 7752 | 4529 |
Profit Streak | 67.0638 | 0 | 67.3972 | 67.0638 | 0 | 67.3972 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574425 | -129856 | -575584 | 507508 | -385439 | 556638 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 248, "offset": 0 } } }
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 248, "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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