Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 40260.6997 | -2898.2214 | 43158.9211 | 36450.682 | -5156.1534 | 41606.8354 |
Total P&L (%) | 40.2607 | -2.8982 | 43.1589 | 36.4507 | -5.1562 | 41.6068 |
Avg Daily Profit (%) | 0.4638 | -0.0334 | 0.4972 | 0.3587 | -0.061 | 0.4015 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30270 | -21985 | -12964 | -29246 | -22674 | -11525 |
Profit Factor | 1.4337 | 0.9427 | 2.0212 | 1.4155 | 0.8928 | 2.0499 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 62.2222 | 57.7778 | 66.6667 | 62.2222 | 57.7778 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.8704 | 0.6889 | 1.0106 | 0.8594 | 0.6524 | 1.025 |
Largest Winning Trade | 36090 | 5857 | 36090 | 36186 | 5039 | 36186 |
Largest Losing Trade | -10061 | -10061 | -8608 | -9294 | -9294 | -7489 |
Avg Bars in Trades | 273 | 266 | 281 | 273 | 266 | 281 |
Avg Bars in Winners | 183 | 170 | 195 | 183 | 170 | 195 |
Avg Bars in Losers | 422 | 396 | 454 | 422 | 396 | 454 |
Bars Traded | 24648 | 11974 | 12673 | 24648 | 11974 | 12673 |
Profit Streak | 2.8637 | 2.8637 | 4.2109 | 2.8637 | 2.8637 | 4.2109 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 239617 | -582926 | 420059 | 191081 | -582926 | 387665 |
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{ "first_band": { "type": "sma", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 120, "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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