Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 253117.1959 | 251596.9754 | 1520.2205 | 7234.7834 | 18477.6212 | -11242.8378 |
Total P&L (%) | 253.1172 | 251.597 | 1.5202 | 7.2348 | 18.4776 | -11.2428 |
Avg Daily Profit (%) | 0.1793 | 0.1782 | 0.0011 | 0.0049 | 0.012 | -0.0084 |
Buy And Hold Return (%) | 40.5647 | 40.5647 | 40.5647 | 40.5647 | 40.5647 | 40.5647 |
Max Trade Drawdown | -176097 | -95373 | -168402 | -1164868 | -932835 | -1090753 |
Profit Factor | 1.1274 | 1.2617 | 1.0015 | 1.0009 | 1.0042 | 0.9972 |
Total Trades | 980 | 490 | 490 | 980 | 490 | 490 |
Winning Trades | 625 | 318 | 307 | 625 | 318 | 307 |
Losing Trades | 355 | 172 | 183 | 355 | 172 | 183 |
Profitability (%) | 63.7755 | 64.898 | 62.6531 | 63.7755 | 64.898 | 62.6531 |
Ratio Avg Win / Avg Loss | 0.6404 | 0.6824 | 0.597 | 0.5685 | 0.5431 | 0.5944 |
Largest Winning Trade | 24230 | 24157 | 24230 | 109609 | 102992 | 109609 |
Largest Losing Trade | -45245 | -45245 | -40637 | -294650 | -294650 | -247555 |
Avg Bars in Trades | 4 | 4 | 4 | 4 | 4 | 4 |
Avg Bars in Winners | 2 | 2 | 2 | 2 | 2 | 2 |
Avg Bars in Losers | 7 | 7 | 6 | 7 | 7 | 6 |
Bars Traded | 4001 | 2022 | 1979 | 4001 | 2022 | 1979 |
Profit Streak | 0 | 0 | 460.4242 | 0 | 0 | 460.4242 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -67472 | 334797 | -573201 | -565638 | -555939 | -576270 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 231, "offset": 0 } } }
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 231, "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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