Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 483370.9658 | 380083.9848 | 103286.981 | 825929.3745 | 435858.7084 | 390070.6662 |
Total P&L (%) | 483.371 | 380.084 | 103.287 | 825.9294 | 435.8587 | 390.0707 |
Avg Daily Profit (%) | 0.2595 | 0.204 | 0.0554 | 0.1195 | 0.0902 | 0.0854 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69972 | -48531 | -42312 | -560283 | -405917 | -506664 |
Profit Factor | 2.7652 | 3.6262 | 1.8 | 1.4021 | 1.4328 | 1.3726 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 52.3077 | 50 | 54.5455 | 52.3077 | 50 | 54.5455 |
Ratio Avg Win / Avg Loss | 2.5212 | 3.6262 | 1.5 | 1.2784 | 1.4328 | 1.1439 |
Largest Winning Trade | 293060 | 293060 | 57465 | 524999 | 524999 | 323488 |
Largest Losing Trade | -48531 | -48531 | -42312 | -506664 | -314558 | -506664 |
Avg Bars in Trades | 167 | 124 | 209 | 167 | 124 | 209 |
Avg Bars in Winners | 201 | 144 | 252 | 201 | 144 | 252 |
Avg Bars in Losers | 130 | 104 | 157 | 130 | 104 | 157 |
Bars Traded | 10884 | 3976 | 6908 | 10884 | 3976 | 6908 |
Profit Streak | 0 | 46.6965 | 0 | 0 | 46.6965 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -122294 | 554368 | -114899 | -167986 | -70746 | -77904 |
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{ "first_band": { "type": "rma", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 134, "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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