Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 468398.7997 | 455911.4563 | 12487.3433 | 87024.9147 | 65514.5261 | 21510.3886 |
Total P&L (%) | 468.3988 | 455.9115 | 12.4873 | 87.0249 | 65.5145 | 21.5104 |
Avg Daily Profit (%) | 0.2501 | 0.2434 | 0.0067 | 0.0334 | 0.0269 | 0.0104 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130109 | -92838 | -60236 | -815355 | -555048 | -358736 |
Profit Factor | 1.495 | 1.8982 | 1.0285 | 1.0206 | 1.0281 | 1.0114 |
Total Trades | 457 | 228 | 229 | 457 | 228 | 229 |
Winning Trades | 206 | 99 | 107 | 206 | 99 | 107 |
Losing Trades | 251 | 129 | 122 | 251 | 129 | 122 |
Profitability (%) | 45.0766 | 43.4211 | 46.7249 | 45.0766 | 43.4211 | 46.7249 |
Ratio Avg Win / Avg Loss | 1.8216 | 2.4734 | 1.1726 | 1.2436 | 1.3396 | 1.1532 |
Largest Winning Trade | 396510 | 396510 | 57998 | 424408 | 424408 | 277176 |
Largest Losing Trade | -25757 | -24976 | -25757 | -204340 | -204340 | -185261 |
Avg Bars in Trades | 48 | 39 | 57 | 48 | 39 | 57 |
Avg Bars in Winners | 71 | 55 | 86 | 71 | 55 | 86 |
Avg Bars in Losers | 29 | 27 | 32 | 29 | 27 | 32 |
Bars Traded | 22229 | 9006 | 13223 | 22229 | 9006 | 13223 |
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 | 392741 | 348299 | -462153 | -345604 | -348773 | -393449 |
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{ "first_band": { "type": "rma", "factors": { "length": 192, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 20 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 192, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 20 } } }
# | 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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