Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1679439.6202 | 1686727.6978 | -7288.0776 | 286486.8394 | -183827.7566 | 470314.596 |
Total P&L (%) | 1679.4396 | 1686.7277 | -7.2881 | 286.4868 | -183.8278 | 470.3146 |
Avg Daily Profit (%) | 0.9352 | 0.9393 | -0.0041 | 0.0753 | 0 | 0.097 |
Buy And Hold Return (%) | 316.8222 | 316.8222 | 316.8222 | 316.8222 | 316.8222 | 316.8222 |
Max Trade Drawdown | -104888 | -141616 | -171940 | -582770 | -1191414 | -383453 |
Profit Factor | 2.7913 | 4.5804 | 0.9844 | 1.066 | 0.9261 | 1.2535 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 72 | 29 | 43 | 72 | 29 | 43 |
Losing Trades | 142 | 78 | 64 | 142 | 78 | 64 |
Profitability (%) | 33.6449 | 27.1028 | 40.1869 | 33.6449 | 27.1028 | 40.1869 |
Ratio Avg Win / Avg Loss | 5.505 | 12.3196 | 1.4651 | 2.1024 | 2.4908 | 1.8657 |
Largest Winning Trade | 1505790 | 1505790 | 53225 | 513390 | 513390 | 271526 |
Largest Losing Trade | -76084 | -26326 | -76084 | -182281 | -182281 | -146666 |
Avg Bars in Trades | 98 | 88 | 108 | 98 | 88 | 108 |
Avg Bars in Winners | 211 | 221 | 204 | 211 | 221 | 204 |
Avg Bars in Losers | 41 | 39 | 44 | 41 | 39 | 44 |
Bars Traded | 21105 | 9470 | 11635 | 21105 | 9470 | 11635 |
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 | 440555 | -1159 | -583196 | -410238 | -598816 | -81701 |
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{ "first_band": { "type": "rma", "factors": { "length": 6, "offset": 193 } }, "second_band": { "type": "ema", "factors": { "length": 14, "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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