Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 234348.5697 | 193761.0903 | 40587.4793 | -125902.7497 | -10173.2372 | -115729.5125 |
Total P&L (%) | 234.3486 | 193.7611 | 40.5875 | -125.9028 | -10.1732 | -115.7295 |
Avg Daily Profit (%) | 0.1886 | 0.1559 | 0.0327 | 0 | -0.0086 | 0 |
Buy And Hold Return (%) | 107.2303 | 107.2303 | 107.2303 | 107.2303 | 107.2303 | 107.2303 |
Max Trade Drawdown | -108558 | -38598 | -89186 | -28207 | -14618 | -19626 |
Profit Factor | 1.5236 | 2.2538 | 1.1385 | 0.2617 | 0.6895 | 0.16 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 145 | 71 | 74 | 22 | 13 | 9 |
Losing Trades | 23 | 13 | 10 | 146 | 71 | 75 |
Profitability (%) | 86.3095 | 84.5238 | 88.0952 | 13.0952 | 15.4762 | 10.7143 |
Ratio Avg Win / Avg Loss | 0.2417 | 0.4127 | 0.1539 | 1.7369 | 3.7655 | 1.3334 |
Largest Winning Trade | 19024 | 18762 | 19024 | 11405 | 11405 | 11069 |
Largest Losing Trade | -105992 | -38598 | -105992 | -105992 | -2237 | -105992 |
Avg Bars in Trades | 28 | 31 | 24 | 28 | 31 | 24 |
Avg Bars in Winners | 10 | 12 | 9 | 135 | 136 | 133 |
Avg Bars in Losers | 136 | 136 | 137 | 11 | 12 | 11 |
Bars Traded | 4704 | 2633 | 2071 | 4704 | 2633 | 2071 |
Profit Streak | 10.7909 | 83.2909 | 10.7909 | 0 | 0 | 0 |
Trades During Streak | 3 | 5 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328422 | 227296 | -379330 | -659126 | -649841 | -671940 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 151, "offset": 0 } } }
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 151, "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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