Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 911490.5032 | 681766.8312 | 229723.672 | 1588737.2018 | 535491.7897 | 1053245.4121 |
Total P&L (%) | 911.4905 | 681.7668 | 229.7237 | 1588.7372 | 535.4918 | 1053.2454 |
Avg Daily Profit (%) | 0.6157 | 0.4605 | 0.1552 | 0.1911 | 0.125 | 0.1653 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114479 | -164452 | -38506 | -1255467 | -1218940 | -629923 |
Profit Factor | 2.0009 | 2.3028 | 1.5931 | 1.1995 | 1.1183 | 1.3065 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 72 | 26 | 46 | 72 | 26 | 46 |
Losing Trades | 132 | 76 | 56 | 132 | 76 | 56 |
Profitability (%) | 35.2941 | 25.4902 | 45.098 | 35.2941 | 25.4902 | 45.098 |
Ratio Avg Win / Avg Loss | 3.6684 | 6.7313 | 1.9394 | 2.1991 | 3.2688 | 1.5906 |
Largest Winning Trade | 452936 | 452936 | 34037 | 1252590 | 1252590 | 478011 |
Largest Losing Trade | -30805 | -17450 | -30805 | -413718 | -380656 | -413718 |
Avg Bars in Trades | 14 | 14 | 13 | 14 | 14 | 13 |
Avg Bars in Winners | 24 | 31 | 20 | 24 | 31 | 20 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 2918 | 1495 | 1423 | 2918 | 1495 | 1423 |
Profit Streak | 10.5088 | 0 | 15.0088 | 10.5088 | 0 | 15.0088 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 420153 | -13010 | 320379 | 153508 | -142727 | 275450 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 9, "offset": 0 } } }
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 9, "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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