Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1542247.4337 | 1521850.0543 | 20397.3794 | 877244.4623 | 1306273.9521 | -429029.4898 |
Total P&L (%) | 1542.2474 | 1521.8501 | 20.3974 | 877.2445 | 1306.274 | -429.0295 |
Avg Daily Profit (%) | 0.8446 | 0.8334 | 0.0112 | 0.1249 | 0.1449 | 0 |
Buy And Hold Return (%) | 672.0303 | 672.0303 | 672.0303 | 672.0303 | 672.0303 | 672.0303 |
Max Trade Drawdown | -134334 | -137234 | -58696 | -5555948 | -5074989 | -1351544 |
Profit Factor | 3.2168 | 3.6616 | 1.1646 | 1.0593 | 1.108 | 0.841 |
Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Winning Trades | 82 | 37 | 45 | 82 | 37 | 45 |
Losing Trades | 73 | 40 | 33 | 73 | 40 | 33 |
Profitability (%) | 52.9032 | 48.0519 | 57.6923 | 52.9032 | 48.0519 | 57.6923 |
Ratio Avg Win / Avg Loss | 2.8637 | 3.9585 | 0.854 | 0.9431 | 1.1979 | 0.6167 |
Largest Winning Trade | 772672 | 772672 | 13923 | 4532190 | 4532190 | 549450 |
Largest Losing Trade | -51682 | -51682 | -12088 | -1843460 | -1843460 | -467046 |
Avg Bars in Trades | 134 | 257 | 12 | 134 | 257 | 12 |
Avg Bars in Winners | 154 | 326 | 12 | 154 | 326 | 12 |
Avg Bars in Losers | 112 | 193 | 13 | 112 | 193 | 13 |
Bars Traded | 20836 | 19839 | 997 | 20836 | 19839 | 997 |
Profit Streak | 98.7247 | 98.7247 | 225.0581 | 98.7247 | 98.7247 | 225.0581 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 611126 | -27272 | -416351 | -251011 | -150328 | -612278 |
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{ "first_band": { "type": "sma", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 55, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 55, "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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