Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 187198.4707 | 403064.6935 | -215866.2228 | -105374.2659 | -78255.8456 | -27118.4203 |
Total P&L (%) | 187.1985 | 403.0647 | -215.8662 | -105.3743 | -78.2558 | -27.1184 |
Avg Daily Profit (%) | 0.101 | 0.2175 | -0.1165 | 0 | -0.0823 | -0.0171 |
Buy And Hold Return (%) | 77.4771 | 77.4771 | 77.4771 | 77.4771 | 77.4771 | 77.4771 |
Max Trade Drawdown | -234875 | -58825 | -342109 | -173601 | -80237 | -112715 |
Profit Factor | 1.1228 | 1.8371 | 0.7931 | 0.7222 | 0.4906 | 0.8799 |
Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
Winning Trades | 127 | 58 | 69 | 94 | 52 | 42 |
Losing Trades | 97 | 54 | 43 | 130 | 60 | 70 |
Profitability (%) | 56.6964 | 51.7857 | 61.6071 | 41.9643 | 46.4286 | 37.5 |
Ratio Avg Win / Avg Loss | 0.8575 | 1.7104 | 0.4943 | 0.9988 | 0.5661 | 1.4664 |
Largest Winning Trade | 101777 | 101777 | 77490 | 27011 | 11043 | 27011 |
Largest Losing Trade | -141577 | -36985 | -141577 | -83985 | -16920 | -83985 |
Avg Bars in Trades | 16 | 10 | 22 | 16 | 10 | 22 |
Avg Bars in Winners | 16 | 9 | 22 | 15 | 10 | 21 |
Avg Bars in Losers | 15 | 10 | 22 | 16 | 9 | 22 |
Bars Traded | 3664 | 1150 | 2514 | 3664 | 1150 | 2514 |
Profit Streak | 0 | 0 | 73.8886 | 10.8886 | 126.8886 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147069 | 371204 | -578285 | -581809 | -580726 | -583950 |
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{ "first_band": { "type": "rma", "factors": { "length": 19, "offset": 0 } }, "second_band": { "type": "hilo", "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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