Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 531521.6716 | 428323.8673 | 103197.8042 | 172547.3651 | 343141.4169 | -170594.0518 |
Total P&L (%) | 531.5217 | 428.3239 | 103.1978 | 172.5474 | 343.1414 | -170.5941 |
Avg Daily Profit (%) | 0.2794 | 0.2251 | 0.0542 | 0.0527 | 0.0783 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175687 | -173374 | -134309 | -2582704 | -2086158 | -1757988 |
Profit Factor | 1.2617 | 1.4324 | 1.0992 | 1.0101 | 1.0398 | 0.9799 |
Total Trades | 841 | 421 | 420 | 841 | 421 | 420 |
Winning Trades | 327 | 164 | 163 | 327 | 164 | 163 |
Losing Trades | 514 | 257 | 257 | 514 | 257 | 257 |
Profitability (%) | 38.8823 | 38.9549 | 38.8095 | 38.8823 | 38.9549 | 38.8095 |
Ratio Avg Win / Avg Loss | 1.9833 | 2.2447 | 1.7331 | 1.5877 | 1.6294 | 1.545 |
Largest Winning Trade | 262587 | 262587 | 43501 | 983147 | 983147 | 691512 |
Largest Losing Trade | -26820 | -26820 | -20638 | -440096 | -440096 | -295244 |
Avg Bars in Trades | 4 | 4 | 4 | 4 | 4 | 4 |
Avg Bars in Winners | 6 | 6 | 6 | 6 | 6 | 6 |
Avg Bars in Losers | 2 | 2 | 2 | 2 | 2 | 2 |
Bars Traded | 3590 | 1727 | 1863 | 3590 | 1727 | 1863 |
Profit Streak | 474.6702 | 474.6702 | 487.6702 | 474.6702 | 474.6702 | 487.6702 |
Trades During Streak | 6 | 3 | 4 | 6 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 410922 | 316958 | -231836 | -329108 | -265124 | -579080 |
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{ "first_band": { "type": "fwma", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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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