Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 191488.5807 | 200954.2016 | -9465.621 | 97999.4937 | 105391.3905 | -7391.8968 |
Total P&L (%) | 191.4886 | 200.9542 | -9.4656 | 97.9995 | 105.3914 | -7.3919 |
Avg Daily Profit (%) | 0.1533 | 0.1609 | -0.0076 | 0.0547 | 0.0576 | -0.0061 |
Buy And Hold Return (%) | 17.5848 | 17.5848 | 17.5848 | 17.5848 | 17.5848 | 17.5848 |
Max Trade Drawdown | -170996 | -47559 | -193426 | -290058 | -66508 | -256416 |
Profit Factor | 1.3321 | 2.0653 | 0.9756 | 1.1827 | 1.5902 | 0.9793 |
Total Trades | 212 | 106 | 106 | 212 | 106 | 106 |
Winning Trades | 179 | 88 | 91 | 163 | 80 | 83 |
Losing Trades | 33 | 18 | 15 | 49 | 26 | 23 |
Profitability (%) | 84.434 | 83.0189 | 85.8491 | 76.8868 | 75.4717 | 78.3019 |
Ratio Avg Win / Avg Loss | 0.2456 | 0.4225 | 0.1608 | 0.3555 | 0.5168 | 0.2714 |
Largest Winning Trade | 16678 | 16678 | 14063 | 136332 | 45220 | 136332 |
Largest Losing Trade | -143487 | -46715 | -143487 | -190964 | -65880 | -190964 |
Avg Bars in Trades | 33 | 37 | 29 | 33 | 37 | 29 |
Avg Bars in Winners | 13 | 14 | 12 | 19 | 22 | 17 |
Avg Bars in Losers | 141 | 151 | 130 | 79 | 85 | 73 |
Bars Traded | 7128 | 4013 | 3114 | 7128 | 4013 | 3114 |
Profit Streak | 37.1373 | 37.1373 | 37.6373 | 37.1373 | 37.1373 | 37.6373 |
Trades During Streak | 20 | 10 | 10 | 20 | 10 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 481838 | 515252 | -574348 | -135612 | -111434 | -575137 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 156, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 156, "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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