Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 288774.5197 | 268678.1097 | 20096.41 | 25052.5395 | 30684.1861 | -5631.6467 |
Total P&L (%) | 288.7745 | 268.6781 | 20.0964 | 25.0525 | 30.6842 | -5.6316 |
Avg Daily Profit (%) | 0.2045 | 0.1903 | 0.0142 | 0.0158 | 0.019 | -0.0041 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -176097 | -95373 | -168402 | -1358418 | -1087832 | -1271989 |
Profit Factor | 1.1358 | 1.2581 | 1.0185 | 1.0025 | 1.0059 | 0.9988 |
Total Trades | 1033 | 517 | 516 | 1033 | 517 | 516 |
Winning Trades | 657 | 336 | 321 | 657 | 336 | 321 |
Losing Trades | 376 | 181 | 195 | 376 | 181 | 195 |
Profitability (%) | 63.6012 | 64.9903 | 62.2093 | 63.6012 | 64.9903 | 62.2093 |
Ratio Avg Win / Avg Loss | 0.65 | 0.6777 | 0.6187 | 0.5737 | 0.5419 | 0.6068 |
Largest Winning Trade | 24230 | 24157 | 24230 | 127821 | 120105 | 127821 |
Largest Losing Trade | -45245 | -45245 | -40637 | -343608 | -343608 | -288688 |
Avg Bars in Trades | 4 | 4 | 4 | 4 | 4 | 4 |
Avg Bars in Winners | 2 | 2 | 2 | 2 | 2 | 2 |
Avg Bars in Losers | 6 | 7 | 6 | 6 | 7 | 6 |
Bars Traded | 4198 | 2131 | 2067 | 4198 | 2131 | 2067 |
Profit Streak | 0 | 0 | 461.4327 | 0 | 0 | 461.4327 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -57396 | 362372 | -377899 | -386900 | -381958 | -576192 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 34, "offset": 0 } } }
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 34, "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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