Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 317277.8502 | 85175.0852 | 232102.765 | 619849.8119 | 31806.9378 | 588042.8742 |
Total P&L (%) | 317.2779 | 85.1751 | 232.1028 | 619.8498 | 31.8069 | 588.0429 |
Avg Daily Profit (%) | 0.2104 | 0.0565 | 0.1539 | 0.131 | 0.0183 | 0.128 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68210 | -37709 | -47339 | -365742 | -189927 | -255358 |
Profit Factor | 2.1047 | 1.5979 | 2.6035 | 1.5973 | 1.0665 | 2.0517 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 55 | 23 | 32 | 55 | 23 | 32 |
Losing Trades | 41 | 25 | 16 | 41 | 25 | 16 |
Profitability (%) | 57.2917 | 47.9167 | 66.6667 | 57.2917 | 47.9167 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.5689 | 1.7368 | 1.3017 | 1.1907 | 1.1592 | 1.0258 |
Largest Winning Trade | 111512 | 111512 | 70650 | 251021 | 202425 | 251021 |
Largest Losing Trade | -42597 | -23800 | -42597 | -144226 | -144226 | -141233 |
Avg Bars in Trades | 45 | 23 | 67 | 45 | 23 | 67 |
Avg Bars in Winners | 62 | 26 | 88 | 62 | 26 | 88 |
Avg Bars in Losers | 22 | 20 | 24 | 22 | 20 | 24 |
Bars Traded | 4350 | 1123 | 3227 | 4350 | 1123 | 3227 |
Profit Streak | 0 | 0 | 34.5519 | 0 | 0 | 34.5519 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 464862 | -114941 | 499385 | -14687 | -319204 | -16209 |
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{ "first_band": { "type": "rma", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 27 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 27 } } }
# | 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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