Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 314871.9692 | 116566.8365 | 198305.1327 | 725029.4578 | -180534.5091 | 905563.967 |
Total P&L (%) | 314.872 | 116.5668 | 198.3051 | 725.0295 | -180.5345 | 905.564 |
Avg Daily Profit (%) | 0.2132 | 0.0789 | 0.1343 | 0.143 | 0 | 0.1564 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96242 | -108481 | -28071 | -1493814 | -1703401 | -395950 |
Profit Factor | 2.2319 | 1.7642 | 2.924 | 1.2147 | 0.9192 | 1.7921 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 52.6316 | 50 | 55.2632 | 52.6316 | 50 | 55.2632 |
Ratio Avg Win / Avg Loss | 2.0087 | 1.7642 | 2.367 | 1.0932 | 0.9192 | 1.4508 |
Largest Winning Trade | 65202 | 53919 | 65202 | 636568 | 636568 | 316623 |
Largest Losing Trade | -43135 | -43135 | -26910 | -507729 | -507729 | -390503 |
Avg Bars in Trades | 34 | 19 | 49 | 34 | 19 | 49 |
Avg Bars in Winners | 38 | 17 | 57 | 38 | 17 | 57 |
Avg Bars in Losers | 31 | 22 | 41 | 31 | 22 | 41 |
Bars Traded | 2655 | 758 | 1897 | 2655 | 758 | 1897 |
Profit Streak | 10.9369 | 11.9369 | 0 | 10.9369 | 11.9369 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -40812 | -83317 | -7511 | -54986 | -579862 | 383335 |
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{ "first_band": { "type": "rma", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 3, "offset": 117 } } }
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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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