Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 280023.6613 | 284245.1955 | -4221.5342 | -15668.7274 | 253854.3546 | -269523.082 |
Total P&L (%) | 280.0237 | 284.2452 | -4.2215 | -15.6687 | 253.8544 | -269.5231 |
Avg Daily Profit (%) | 0.1982 | 0.2012 | -0.003 | -0.0121 | 0.0895 | 0 |
Buy And Hold Return (%) | 10.3641 | 10.3641 | 10.3641 | 10.3641 | 10.3641 | 10.3641 |
Max Trade Drawdown | -173058 | -65884 | -223651 | -1224143 | -336419 | -1097010 |
Profit Factor | 1.1242 | 1.2747 | 0.9965 | 0.9979 | 1.0744 | 0.9336 |
Total Trades | 804 | 402 | 402 | 804 | 402 | 402 |
Winning Trades | 456 | 236 | 220 | 456 | 236 | 220 |
Losing Trades | 348 | 166 | 182 | 348 | 166 | 182 |
Profitability (%) | 56.7164 | 58.7065 | 54.7264 | 56.7164 | 58.7065 | 54.7264 |
Ratio Avg Win / Avg Loss | 0.8579 | 0.8966 | 0.8244 | 0.7616 | 0.7557 | 0.7724 |
Largest Winning Trade | 42636 | 42636 | 31064 | 150277 | 132911 | 150277 |
Largest Losing Trade | -47895 | -43598 | -47895 | -466153 | -221098 | -466153 |
Avg Bars in Trades | 3 | 3 | 3 | 3 | 3 | 3 |
Avg Bars in Winners | 2 | 2 | 2 | 2 | 2 | 2 |
Avg Bars in Losers | 4 | 4 | 4 | 4 | 4 | 4 |
Bars Traded | 2805 | 1357 | 1448 | 2805 | 1357 | 1448 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -72228 | 318470 | -578341 | -575013 | -210904 | -578341 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 10, "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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