Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1736421.9746 | 1595876.5286 | 140545.446 | 14104292.4504 | 9041606.2141 | 5062686.2363 |
Total P&L (%) | 1736.422 | 1595.8765 | 140.5454 | 14104.2925 | 9041.6062 | 5062.6862 |
Avg Daily Profit (%) | 0.9564 | 0.879 | 0.0774 | 0.2734 | 0.249 | 0.2175 |
Buy And Hold Return (%) | 614.6906 | 614.6906 | 614.6906 | 614.6906 | 614.6906 | 614.6906 |
Max Trade Drawdown | -89828 | -58125 | -76002 | -11257461 | -6278612 | -7920661 |
Profit Factor | 2.8883 | 4.488 | 1.3042 | 1.3062 | 1.3748 | 1.2308 |
Total Trades | 364 | 182 | 182 | 364 | 182 | 182 |
Winning Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Losing Trades | 255 | 127 | 128 | 255 | 127 | 128 |
Profitability (%) | 29.9451 | 30.2198 | 29.6703 | 29.9451 | 30.2198 | 29.6703 |
Ratio Avg Win / Avg Loss | 6.7571 | 10.3633 | 3.0914 | 3.0558 | 3.1744 | 2.9175 |
Largest Winning Trade | 1033773 | 1033773 | 58816 | 7633178 | 7633178 | 4206940 |
Largest Losing Trade | -24452 | -24452 | -13631 | -1694519 | -1521213 | -1694519 |
Avg Bars in Trades | 19 | 17 | 21 | 19 | 17 | 21 |
Avg Bars in Winners | 49 | 42 | 57 | 49 | 42 | 57 |
Avg Bars in Losers | 6 | 7 | 6 | 6 | 7 | 6 |
Bars Traded | 7205 | 3264 | 3940 | 7205 | 3264 | 3940 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349572 | 366015 | -262700 | 146107 | 111297 | 14539 |
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{ "first_band": { "type": "rma", "factors": { "length": 30, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 30, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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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