Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1214336.8676 | 1196910.5326 | 17426.335 | 406584.4472 | 924965.9518 | -518381.5046 |
Total P&L (%) | 1214.3369 | 1196.9105 | 17.4263 | 406.5844 | 924.966 | -518.3815 |
Avg Daily Profit (%) | 0.6743 | 0.6646 | 0.0097 | 0.0901 | 0.1293 | 0 |
Buy And Hold Return (%) | 275.1475 | 275.1475 | 275.1475 | 275.1475 | 275.1475 | 275.1475 |
Max Trade Drawdown | -66633 | -124722 | -154718 | -1408624 | -1609679 | -1600998 |
Profit Factor | 3.309 | 6.1572 | 1.0593 | 1.0739 | 1.377 | 0.8298 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 46.5517 | 41.3793 | 51.7241 | 46.5517 | 41.3793 | 51.7241 |
Ratio Avg Win / Avg Loss | 3.7993 | 8.7227 | 0.9887 | 1.233 | 1.9508 | 0.7745 |
Largest Winning Trade | 722835 | 722835 | 66799 | 1682451 | 1682451 | 576669 |
Largest Losing Trade | -62947 | -32686 | -62947 | -1205574 | -419195 | -1205574 |
Avg Bars in Trades | 59 | 44 | 74 | 59 | 44 | 74 |
Avg Bars in Winners | 89 | 73 | 102 | 89 | 73 | 102 |
Avg Bars in Losers | 33 | 24 | 44 | 33 | 24 | 44 |
Bars Traded | 3443 | 1288 | 2155 | 3443 | 1288 | 2155 |
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 | -164277 | 547854 | -502467 | -409831 | -24517 | -580609 |
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{ "first_band": { "type": "sma", "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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