Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 575980.2833 | 440872.9416 | 135107.3417 | 1482827.2468 | 132266.271 | 1350560.9758 |
Total P&L (%) | 575.9803 | 440.8729 | 135.1073 | 1482.8272 | 132.2663 | 1350.561 |
Avg Daily Profit (%) | 0.3063 | 0.2345 | 0.0719 | 0.147 | 0.0448 | 0.1423 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51029 | -45298 | -18338 | -1190886 | -1076279 | -465401 |
Profit Factor | 4.3309 | 5.0141 | 3.1414 | 1.5617 | 1.0753 | 2.5289 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 47.3684 | 41.3793 | 53.5714 | 47.3684 | 41.3793 | 53.5714 |
Ratio Avg Win / Avg Loss | 4.8121 | 7.1034 | 2.7226 | 1.7352 | 1.5233 | 2.1917 |
Largest Winning Trade | 407904 | 407904 | 69655 | 480171 | 480171 | 478116 |
Largest Losing Trade | -25352 | -25352 | -10612 | -537575 | -537575 | -251748 |
Avg Bars in Trades | 126 | 89 | 166 | 126 | 89 | 166 |
Avg Bars in Winners | 224 | 164 | 271 | 224 | 164 | 271 |
Avg Bars in Losers | 39 | 35 | 44 | 39 | 35 | 44 |
Bars Traded | 7235 | 2585 | 4650 | 7235 | 2585 | 4650 |
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 | -164272 | 443285 | -111587 | -174127 | -273031 | -18367 |
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{ "first_band": { "type": "rma", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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# | 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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