Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 217628.0781 | 246056.4589 | -28428.3808 | -226532.7087 | -53601.1691 | -172931.5397 |
Total P&L (%) | 217.6281 | 246.0565 | -28.4284 | -226.5327 | -53.6012 | -172.9315 |
Avg Daily Profit (%) | 0.1763 | 0.1993 | -0.023 | 0 | -0.0622 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170840 | -62727 | -193569 | -251043 | -95333 | -248802 |
Profit Factor | 1.2562 | 1.7739 | 0.9465 | 0.6789 | 0.796 | 0.6095 |
Total Trades | 253 | 126 | 127 | 253 | 126 | 127 |
Winning Trades | 145 | 72 | 73 | 107 | 55 | 52 |
Losing Trades | 108 | 54 | 54 | 146 | 71 | 75 |
Profitability (%) | 57.3123 | 57.1429 | 57.4803 | 42.2925 | 43.6508 | 40.9449 |
Ratio Avg Win / Avg Loss | 0.9357 | 1.3304 | 0.7002 | 0.9264 | 1.0275 | 0.8791 |
Largest Winning Trade | 37404 | 37404 | 26410 | 114041 | 42155 | 114041 |
Largest Losing Trade | -154619 | -51763 | -154619 | -192517 | -20771 | -192517 |
Avg Bars in Trades | 18 | 20 | 16 | 18 | 20 | 16 |
Avg Bars in Winners | 14 | 15 | 12 | 23 | 27 | 19 |
Avg Bars in Losers | 24 | 27 | 21 | 14 | 16 | 13 |
Bars Traded | 4693 | 2633 | 2060 | 4693 | 2633 | 2060 |
Profit Streak | 9.6845 | 9.9345 | 9.6845 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332076 | 414564 | -579082 | -582173 | -581522 | -584238 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 3 } }, "second_band": { "type": "rma", "factors": { "length": 52, "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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