Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1804238.8089 | 1775885.2867 | 28353.5221 | 1242093.4006 | 4336529.2681 | -3094435.8675 |
Total P&L (%) | 1804.2388 | 1775.8853 | 28.3535 | 1242.0934 | 4336.5293 | -3094.4359 |
Avg Daily Profit (%) | 0.7966 | 0.7841 | 0.0125 | 0.1147 | 0.1676 | 0 |
Buy And Hold Return (%) | 179.2261 | 179.2261 | 179.2261 | 179.2261 | 179.2261 | 179.2261 |
Max Trade Drawdown | -116547 | -85658 | -99920 | -5017192 | -2419307 | -4603357 |
Profit Factor | 3.4587 | 6.6454 | 1.0676 | 1.0582 | 1.5245 | 0.7635 |
Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Winning Trades | 69 | 31 | 38 | 69 | 31 | 38 |
Losing Trades | 90 | 49 | 41 | 90 | 49 | 41 |
Profitability (%) | 43.3962 | 38.75 | 48.1013 | 43.3962 | 38.75 | 48.1013 |
Ratio Avg Win / Avg Loss | 4.5114 | 10.5039 | 1.1519 | 1.3802 | 2.4097 | 0.8238 |
Largest Winning Trade | 1421103 | 1421103 | 61832 | 3894847 | 3894847 | 1124120 |
Largest Losing Trade | -54546 | -21829 | -54546 | -2512874 | -853938 | -2512874 |
Avg Bars in Trades | 80 | 64 | 98 | 80 | 64 | 98 |
Avg Bars in Winners | 137 | 111 | 158 | 137 | 111 | 158 |
Avg Bars in Losers | 37 | 34 | 41 | 37 | 34 | 41 |
Bars Traded | 12875 | 5133 | 7743 | 12875 | 5133 | 7743 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 648610 | -2275 | -515721 | -197758 | -13505 | -608474 |
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{ "first_band": { "type": "rma", "factors": { "length": 117, "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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