Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 273185.4812 | 115167.5667 | 158017.9146 | 525136.4884 | 36834.2334 | 488302.2549 |
Total P&L (%) | 273.1855 | 115.1676 | 158.0179 | 525.1365 | 36.8342 | 488.3023 |
Avg Daily Profit (%) | 0.1447 | 0.061 | 0.0837 | 0.0971 | 0.0166 | 0.0939 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81455 | -95658 | -59438 | -378933 | -423248 | -139511 |
Profit Factor | 1.772 | 1.5936 | 1.9885 | 1.446 | 1.0483 | 2.1756 |
Total Trades | 233 | 116 | 117 | 233 | 116 | 117 |
Winning Trades | 206 | 102 | 104 | 206 | 102 | 104 |
Losing Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Profitability (%) | 88.412 | 87.931 | 88.8889 | 88.412 | 87.931 | 88.8889 |
Ratio Avg Win / Avg Loss | 0.2323 | 0.2187 | 0.2486 | 0.1895 | 0.1439 | 0.272 |
Largest Winning Trade | 19239 | 19239 | 11710 | 58764 | 36534 | 58764 |
Largest Losing Trade | -54872 | -54872 | -39055 | -276167 | -276167 | -139511 |
Avg Bars in Trades | 30 | 39 | 22 | 30 | 39 | 22 |
Avg Bars in Winners | 10 | 9 | 11 | 10 | 9 | 11 |
Avg Bars in Losers | 182 | 255 | 103 | 182 | 255 | 103 |
Bars Traded | 7173 | 4584 | 2589 | 7173 | 4584 | 2589 |
Profit Streak | 45.2053 | 64.2053 | 45.2053 | 45.2053 | 64.2053 | 45.2053 |
Trades During Streak | 16 | 13 | 8 | 16 | 13 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314004 | -104850 | -73505 | -55572 | -335784 | -59532 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 221, "offset": 0 } } }
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# | 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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