Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 257608.1099 | 147128.8877 | 110479.2222 | 707996.809 | 443148.2504 | 264848.5587 |
Total P&L (%) | 257.6081 | 147.1289 | 110.4792 | 707.9968 | 443.1483 | 264.8486 |
Avg Daily Profit (%) | 0.1807 | 0.1032 | 0.0775 | 0.1467 | 0.1188 | 0.0908 |
Buy And Hold Return (%) | 60.4136 | 60.4136 | 60.4136 | 60.4136 | 60.4136 | 60.4136 |
Max Trade Drawdown | -63012 | -29045 | -52496 | -232342 | -114800 | -219703 |
Profit Factor | 2.8001 | 3.8884 | 2.1987 | 2.4273 | 3.7213 | 1.7949 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Losing Trades | 10 | 5 | 5 | 10 | 5 | 5 |
Profitability (%) | 88.2353 | 88.0952 | 88.3721 | 88.2353 | 88.0952 | 88.3721 |
Ratio Avg Win / Avg Loss | 0.3733 | 0.5255 | 0.2893 | 0.3236 | 0.5029 | 0.2362 |
Largest Winning Trade | 17318 | 14202 | 17318 | 56005 | 56005 | 54114 |
Largest Losing Trade | -50351 | -29045 | -50351 | -165200 | -114800 | -165200 |
Avg Bars in Trades | 29 | 37 | 21 | 29 | 37 | 21 |
Avg Bars in Winners | 10 | 15 | 6 | 10 | 15 | 6 |
Avg Bars in Losers | 166 | 198 | 135 | 166 | 198 | 135 |
Bars Traded | 2476 | 1555 | 921 | 2476 | 1555 | 921 |
Profit Streak | 34.8199 | 149.3199 | 34.8199 | 34.8199 | 149.3199 | 34.8199 |
Trades During Streak | 6 | 9 | 3 | 6 | 9 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 542676 | -48720 | -89621 | 434515 | -24098 | -66469 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 250, "offset": 0 } } }
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 250, "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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