Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 221742.588 | 200188.7756 | 21553.8124 | -8957.9738 | 22217.8139 | -31175.7877 |
Total P&L (%) | 221.7426 | 200.1888 | 21.5538 | -8.958 | 22.2178 | -31.1758 |
Avg Daily Profit (%) | 0.2057 | 0.1857 | 0.02 | -0.0087 | 0.0186 | -0.0347 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171957 | -101913 | -84105 | -425299 | -303026 | -157399 |
Profit Factor | 1.2728 | 1.4675 | 1.056 | 0.9934 | 1.0298 | 0.9483 |
Total Trades | 423 | 212 | 211 | 423 | 212 | 211 |
Winning Trades | 215 | 99 | 116 | 215 | 99 | 116 |
Losing Trades | 208 | 113 | 95 | 208 | 113 | 95 |
Profitability (%) | 50.8274 | 46.6981 | 54.9763 | 50.8274 | 46.6981 | 54.9763 |
Ratio Avg Win / Avg Loss | 1.2313 | 1.6751 | 0.8648 | 0.961 | 1.1754 | 0.7766 |
Largest Winning Trade | 275846 | 275846 | 41575 | 339760 | 339760 | 43140 |
Largest Losing Trade | -27098 | -23632 | -27098 | -63938 | -63938 | -47836 |
Avg Bars in Trades | 29 | 29 | 30 | 29 | 29 | 30 |
Avg Bars in Winners | 31 | 27 | 34 | 31 | 27 | 34 |
Avg Bars in Losers | 28 | 30 | 26 | 28 | 30 | 26 |
Bars Traded | 12689 | 6175 | 6514 | 12689 | 6175 | 6514 |
Profit Streak | 0 | 0 | 17.9209 | 0 | 0 | 17.9209 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366597 | 333564 | -330815 | -578182 | -361597 | -579018 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 177 } }, "second_band": { "type": "rma", "factors": { "length": 98, "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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