Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4514008.4081 | 4658002.9351 | -143994.527 | 125645.5818 | 250245.1486 | -124599.5668 |
Total P&L (%) | 4514.0084 | 4658.0029 | -143.9945 | 125.6456 | 250.2451 | -124.5996 |
Avg Daily Profit (%) | 2.2984 | 2.3717 | -0.0733 | 0.0414 | 0.0638 | 0 |
Buy And Hold Return (%) | 1517.9104 | 1517.9104 | 1517.9104 | 1517.9104 | 1517.9104 | 1517.9104 |
Max Trade Drawdown | -295050 | -100335 | -235010 | -476250 | -223541 | -288280 |
Profit Factor | 9.2923 | 23.6535 | 0.5749 | 1.1266 | 1.6409 | 0.7932 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Losing Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Profitability (%) | 46.4286 | 50 | 42.8571 | 46.4286 | 50 | 42.8571 |
Ratio Avg Win / Avg Loss | 10.7219 | 23.6535 | 0.7665 | 1.2999 | 1.6409 | 1.0575 |
Largest Winning Trade | 4690532 | 4690532 | 44675 | 280682 | 280682 | 187277 |
Largest Losing Trade | -61677 | -45030 | -61677 | -81118 | -69909 | -81118 |
Avg Bars in Trades | 61 | 63 | 60 | 61 | 63 | 60 |
Avg Bars in Winners | 81 | 89 | 71 | 81 | 89 | 71 |
Avg Bars in Losers | 45 | 36 | 52 | 45 | 36 | 52 |
Bars Traded | 5199 | 2650 | 2549 | 5199 | 2650 | 2549 |
Profit Streak | 595.6765 | 802.6765 | 0 | 595.6765 | 802.6765 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 694063 | 769738 | -583512 | -385227 | -268981 | -581845 |
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{ "first_band": { "type": "rma", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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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