Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1242263.6738 | 1185902.453 | 56361.2208 | 3073356.2265 | 3293266.3019 | -219910.0754 |
Total P&L (%) | 1242.2637 | 1185.9025 | 56.3612 | 3073.3562 | 3293.2663 | -219.9101 |
Avg Daily Profit (%) | 0.6826 | 0.6516 | 0.031 | 0.1901 | 0.1938 | 0 |
Buy And Hold Return (%) | 624.9483 | 624.9483 | 624.9483 | 624.9483 | 624.9483 | 624.9483 |
Max Trade Drawdown | -112016 | -110908 | -73755 | -1798457 | -1224355 | -1264241 |
Profit Factor | 3.181 | 5.3957 | 1.188 | 1.4043 | 1.9093 | 0.9447 |
Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
Winning Trades | 71 | 38 | 33 | 71 | 38 | 33 |
Losing Trades | 104 | 49 | 55 | 104 | 49 | 55 |
Profitability (%) | 40.5714 | 43.6782 | 37.5 | 40.5714 | 43.6782 | 37.5 |
Ratio Avg Win / Avg Loss | 4.6595 | 6.9576 | 1.98 | 2.0571 | 2.462 | 1.5746 |
Largest Winning Trade | 670002 | 670002 | 67805 | 1876319 | 1876319 | 1030807 |
Largest Losing Trade | -27424 | -18172 | -27424 | -478277 | -334879 | -478277 |
Avg Bars in Trades | 60 | 56 | 64 | 60 | 56 | 64 |
Avg Bars in Winners | 104 | 87 | 124 | 104 | 87 | 124 |
Avg Bars in Losers | 30 | 32 | 29 | 30 | 32 | 29 |
Bars Traded | 10626 | 4916 | 5710 | 10626 | 4916 | 5710 |
Profit Streak | 12.3007 | 0 | 12.4674 | 12.3007 | 0 | 12.4674 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329036 | 346720 | -334475 | 224941 | 276361 | -582564 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 220 } }, "second_band": { "type": "fwma", "factors": { "length": 9, "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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