Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 232407.182 | 256022.0537 | -23614.8717 | -24691.3545 | 480110.6041 | -504801.9586 |
Total P&L (%) | 232.4072 | 256.0221 | -23.6149 | -24.6914 | 480.1106 | -504.802 |
Avg Daily Profit (%) | 0.1646 | 0.1813 | -0.0167 | -0.0201 | 0.1246 | 0 |
Buy And Hold Return (%) | 51.672 | 51.672 | 51.672 | 51.672 | 51.672 | 51.672 |
Max Trade Drawdown | -155786 | -102615 | -187660 | -961932 | -811488 | -795649 |
Profit Factor | 1.0901 | 1.2111 | 0.9827 | 0.9977 | 1.0928 | 0.9107 |
Total Trades | 1404 | 702 | 702 | 1404 | 702 | 702 |
Winning Trades | 876 | 443 | 433 | 876 | 443 | 433 |
Losing Trades | 528 | 259 | 269 | 528 | 259 | 269 |
Profitability (%) | 62.3932 | 63.1054 | 61.6809 | 62.3932 | 63.1054 | 61.6809 |
Ratio Avg Win / Avg Loss | 0.6571 | 0.7081 | 0.6105 | 0.6014 | 0.6389 | 0.5658 |
Largest Winning Trade | 28100 | 28100 | 16811 | 117131 | 117131 | 94031 |
Largest Losing Trade | -37938 | -33432 | -37938 | -248956 | -248956 | -232771 |
Avg Bars in Trades | 3 | 3 | 3 | 3 | 3 | 3 |
Avg Bars in Winners | 2 | 2 | 2 | 2 | 2 | 2 |
Avg Bars in Losers | 6 | 6 | 6 | 6 | 6 | 6 |
Bars Traded | 5577 | 2794 | 2783 | 5577 | 2794 | 2783 |
Profit Streak | 0 | 0 | 458.1556 | 0 | 0 | 458.1556 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -108795 | 340792 | -574873 | -572042 | -141322 | -574873 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 67, "offset": 0 } } }
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 67, "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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