Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 529821.3666 | 410322.0914 | 119499.2752 | 119079.7748 | 65947.4194 | 53132.3554 |
Total P&L (%) | 529.8214 | 410.3221 | 119.4993 | 119.0798 | 65.9474 | 53.1324 |
Avg Daily Profit (%) | 0.3568 | 0.2763 | 0.0805 | 0.0528 | 0.0341 | 0.0287 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106202 | -163879 | -102531 | -315605 | -438274 | -230413 |
Profit Factor | 1.3041 | 1.4536 | 1.1426 | 1.0307 | 1.0327 | 1.0286 |
Total Trades | 662 | 331 | 331 | 662 | 331 | 331 |
Winning Trades | 233 | 101 | 132 | 233 | 101 | 132 |
Losing Trades | 429 | 230 | 199 | 429 | 230 | 199 |
Profitability (%) | 35.1964 | 30.5136 | 39.8792 | 35.1964 | 30.5136 | 39.8792 |
Ratio Avg Win / Avg Loss | 2.4011 | 3.3103 | 1.7226 | 1.8978 | 2.3517 | 1.5507 |
Largest Winning Trade | 320273 | 320273 | 39935 | 197150 | 197150 | 90045 |
Largest Losing Trade | -21780 | -18723 | -21780 | -55814 | -55697 | -55814 |
Avg Bars in Trades | 4 | 4 | 4 | 4 | 4 | 4 |
Avg Bars in Winners | 7 | 7 | 7 | 7 | 7 | 7 |
Avg Bars in Losers | 2 | 2 | 2 | 2 | 2 | 2 |
Bars Traded | 2953 | 1360 | 1593 | 2953 | 1360 | 1593 |
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 | 308770 | 154157 | -150500 | -310007 | -337176 | -346103 |
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{ "first_band": { "type": "sma", "factors": { "length": 6, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 6, "offset": 0 } }, "second_band": { "type": "hl2", "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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