Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 610173.577 | 346195.6824 | 263977.8946 | 2110456.3673 | -731208.7626 | 2841665.13 |
Total P&L (%) | 610.1736 | 346.1957 | 263.9779 | 2110.4564 | -731.2088 | 2841.6651 |
Avg Daily Profit (%) | 0.3356 | 0.1904 | 0.1452 | 0.1704 | 0 | 0.1862 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139227 | -107518 | -59312 | -7308065 | -6507633 | -2912969 |
Profit Factor | 1.4964 | 1.5425 | 1.4466 | 1.0575 | 0.9608 | 1.1574 |
Total Trades | 525 | 263 | 262 | 525 | 263 | 262 |
Winning Trades | 173 | 79 | 94 | 173 | 79 | 94 |
Losing Trades | 352 | 184 | 168 | 352 | 184 | 168 |
Profitability (%) | 32.9524 | 30.038 | 35.8779 | 32.9524 | 30.038 | 35.8779 |
Ratio Avg Win / Avg Loss | 3.0446 | 3.5927 | 2.5854 | 2.1516 | 2.2379 | 2.0686 |
Largest Winning Trade | 114032 | 114032 | 55919 | 3218842 | 3218842 | 1954080 |
Largest Losing Trade | -17073 | -13390 | -17073 | -783212 | -783212 | -767696 |
Avg Bars in Trades | 41 | 38 | 44 | 41 | 38 | 44 |
Avg Bars in Winners | 84 | 81 | 86 | 84 | 81 | 86 |
Avg Bars in Losers | 20 | 19 | 20 | 20 | 19 | 20 |
Bars Traded | 21696 | 10021 | 11675 | 21696 | 10021 | 11675 |
Profit Streak | 6.8207 | 7.5707 | 0 | 6.8207 | 7.5707 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302103 | 142266 | -1789 | -151598 | -584264 | -43023 |
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{ "first_band": { "type": "sma", "factors": { "length": 79, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 8, "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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