Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5250205.3726 | 5349071.8419 | -98866.4692 | -332252.281 | -619519.3451 | 287267.0641 |
Total P&L (%) | 5250.2054 | 5349.0718 | -98.8665 | -332.2523 | -619.5193 | 287.2671 |
Avg Daily Profit (%) | 2.2095 | 2.2511 | -0.0416 | 0 | 0 | 0.057 |
Buy And Hold Return (%) | 256.4342 | 256.4342 | 256.4342 | 256.4342 | 256.4342 | 256.4342 |
Max Trade Drawdown | -187752 | -89906 | -192746 | -1195563 | -1094158 | -571351 |
Profit Factor | 9.142 | 20.5471 | 0.7336 | 0.8895 | 0.6902 | 1.2854 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 30 | 15 | 15 | 31 | 14 | 17 |
Losing Trades | 34 | 17 | 17 | 33 | 18 | 15 |
Profitability (%) | 46.875 | 46.875 | 46.875 | 48.4375 | 43.75 | 53.125 |
Ratio Avg Win / Avg Loss | 10.3609 | 23.2867 | 0.8315 | 0.9469 | 0.8874 | 1.1342 |
Largest Winning Trade | 5388725 | 5388725 | 71738 | 349203 | 349203 | 285918 |
Largest Losing Trade | -131040 | -52303 | -131040 | -1054617 | -1054617 | -363211 |
Avg Bars in Trades | 142 | 119 | 165 | 142 | 119 | 165 |
Avg Bars in Winners | 198 | 133 | 262 | 96 | 106 | 88 |
Avg Bars in Losers | 93 | 107 | 78 | 185 | 129 | 251 |
Bars Traded | 9105 | 3822 | 5283 | 9105 | 3822 | 5283 |
Profit Streak | 42.5268 | 42.5268 | 314.0268 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -120810 | 801277 | -580658 | -724885 | -583240 | -244817 |
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{ "first_band": { "type": "rma", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 117, "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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