Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 799717.6311 | 696768.6194 | 102949.0117 | 860071.5326 | -268876.4136 | 1128947.9462 |
Total P&L (%) | 799.7176 | 696.7686 | 102.949 | 860.0715 | -268.8764 | 1128.9479 |
Avg Daily Profit (%) | 0.4288 | 0.3736 | 0.0552 | 0.1214 | 0 | 0.1346 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114431 | -55580 | -66862 | -3293249 | -1503641 | -2040139 |
Profit Factor | 3.4464 | 5.1975 | 1.6398 | 1.1083 | 0.9304 | 1.2768 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 50 | 43.75 | 56.25 | 50 | 43.75 | 56.25 |
Ratio Avg Win / Avg Loss | 3.4464 | 6.6825 | 1.2754 | 1.1083 | 1.1962 | 0.9931 |
Largest Winning Trade | 660284 | 660284 | 50494 | 1173978 | 1173978 | 1010032 |
Largest Losing Trade | -43135 | -23426 | -43135 | -1542975 | -648307 | -1542975 |
Avg Bars in Trades | 83 | 64 | 102 | 83 | 64 | 102 |
Avg Bars in Winners | 127 | 111 | 140 | 127 | 111 | 140 |
Avg Bars in Losers | 39 | 28 | 53 | 39 | 28 | 53 |
Bars Traded | 5336 | 2063 | 3273 | 5336 | 2063 | 3273 |
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 | -126915 | 539943 | -116433 | -275471 | -581574 | -13858 |
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{ "first_band": { "type": "sma", "factors": { "length": 180, "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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