Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 777484.771 | 864421.2834 | -86936.5124 | -185055.3297 | -457846.4602 | 272791.1305 |
Total P&L (%) | 777.4848 | 864.4213 | -86.9365 | -185.0553 | -457.8465 | 272.7911 |
Avg Daily Profit (%) | 0.3359 | 0.3735 | -0.0376 | 0 | 0 | 0.0569 |
Buy And Hold Return (%) | 21.8065 | 21.8065 | 21.8065 | 21.8065 | 21.8065 | 21.8065 |
Max Trade Drawdown | -161091 | -52009 | -269388 | -756948 | -571550 | -259984 |
Profit Factor | 2.3243 | 7.1425 | 0.8052 | 0.8469 | 0.2965 | 1.4886 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 44 | 24 | 20 | 44 | 23 | 21 |
Losing Trades | 44 | 20 | 24 | 44 | 21 | 23 |
Profitability (%) | 50 | 54.5455 | 45.4545 | 50 | 52.2727 | 47.7273 |
Ratio Avg Win / Avg Loss | 2.3243 | 5.9521 | 0.9663 | 0.8469 | 0.2707 | 1.6304 |
Largest Winning Trade | 805113 | 805113 | 85713 | 511400 | 46965 | 511400 |
Largest Losing Trade | -141573 | -38587 | -141573 | -509968 | -509968 | -259984 |
Avg Bars in Trades | 47 | 46 | 48 | 47 | 46 | 48 |
Avg Bars in Winners | 49 | 41 | 59 | 43 | 47 | 38 |
Avg Bars in Losers | 45 | 52 | 39 | 51 | 45 | 57 |
Bars Traded | 4184 | 2051 | 2133 | 4184 | 2051 | 2133 |
Profit Streak | 3.9509 | 0 | 83.9509 | 0 | 13.9509 | 0 |
Trades During Streak | 1 | 0 | 3 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 489416 | 673071 | -581122 | -580543 | -579827 | -115458 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 206 } }, "second_band": { "type": "rma", "factors": { "length": 103, "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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