Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 358487.2662 | 368114.3311 | -9627.0649 | -33117.5064 | -68035.5174 | 34918.011 |
Total P&L (%) | 358.4873 | 368.1143 | -9.6271 | -33.1175 | -68.0355 | 34.918 |
Avg Daily Profit (%) | 0.188 | 0.1931 | -0.0051 | -0.0211 | -0.0598 | 0.0157 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -221889 | -162322 | -109920 | -734579 | -718953 | -277099 |
Profit Factor | 1.3192 | 1.6619 | 0.983 | 0.9897 | 0.9593 | 1.0228 |
Total Trades | 380 | 190 | 190 | 380 | 190 | 190 |
Winning Trades | 174 | 83 | 91 | 174 | 83 | 91 |
Losing Trades | 206 | 107 | 99 | 206 | 107 | 99 |
Profitability (%) | 45.7895 | 43.6842 | 47.8947 | 45.7895 | 43.6842 | 47.8947 |
Ratio Avg Win / Avg Loss | 1.5619 | 2.1425 | 1.0694 | 1.1717 | 1.2367 | 1.1127 |
Largest Winning Trade | 276743 | 276743 | 57560 | 213417 | 150747 | 213417 |
Largest Losing Trade | -67054 | -26986 | -67054 | -153802 | -153802 | -111357 |
Avg Bars in Trades | 29 | 23 | 35 | 29 | 23 | 35 |
Avg Bars in Winners | 40 | 30 | 49 | 40 | 30 | 49 |
Avg Bars in Losers | 20 | 18 | 22 | 20 | 18 | 22 |
Bars Traded | 11263 | 4533 | 6730 | 11263 | 4533 | 6730 |
Profit Streak | 0 | 0 | 44.2598 | 0 | 0 | 44.2598 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340495 | 322947 | -577995 | -578484 | -580850 | -368886 |
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{ "first_band": { "type": "rma", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 21 } } }
# | 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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