Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 288958.5973 | 242563.8846 | 46394.7127 | -74873.9121 | -109135.6088 | 34261.6967 |
Total P&L (%) | 288.9586 | 242.5639 | 46.3947 | -74.8739 | -109.1356 | 34.2617 |
Avg Daily Profit (%) | 0.1519 | 0.1275 | 0.0244 | -0.0726 | 0 | 0.0155 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139883 | -98559 | -151549 | -146317 | -148493 | -101248 |
Profit Factor | 1.4023 | 1.5855 | 1.1526 | 0.8884 | 0.7515 | 1.1477 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 47 | 20 | 27 | 47 | 20 | 27 |
Losing Trades | 40 | 24 | 16 | 40 | 24 | 16 |
Profitability (%) | 54.023 | 45.4545 | 62.7907 | 54.023 | 45.4545 | 62.7907 |
Ratio Avg Win / Avg Loss | 1.1934 | 1.9026 | 0.683 | 0.7561 | 0.9018 | 0.6801 |
Largest Winning Trade | 153822 | 153822 | 50677 | 69973 | 69973 | 37339 |
Largest Losing Trade | -77976 | -55632 | -77976 | -75427 | -75427 | -70417 |
Avg Bars in Trades | 84 | 100 | 68 | 84 | 100 | 68 |
Avg Bars in Winners | 94 | 124 | 72 | 94 | 124 | 72 |
Avg Bars in Losers | 72 | 79 | 61 | 72 | 79 | 61 |
Bars Traded | 7339 | 4406 | 2933 | 7339 | 4406 | 2933 |
Profit Streak | 0 | 0 | 585.9932 | 0 | 0 | 585.9932 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312221 | -21534 | -213983 | -580024 | -582487 | -232284 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 214 } }, "second_band": { "type": "rma", "factors": { "length": 193, "offset": 0 } } }
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# | 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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