Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1021230.563 | 951924.8819 | 69305.6812 | 112317.2456 | 296831.4598 | -184514.2142 |
Total P&L (%) | 1021.2306 | 951.9249 | 69.3057 | 112.3172 | 296.8315 | -184.5142 |
Avg Daily Profit (%) | 0.5483 | 0.5111 | 0.0372 | 0.0404 | 0.074 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116774 | -108277 | -77225 | -795436 | -497504 | -552278 |
Profit Factor | 2.6677 | 4.1355 | 1.2245 | 1.0401 | 1.2406 | 0.8825 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 61 | 28 | 33 | 61 | 28 | 33 |
Losing Trades | 52 | 29 | 23 | 52 | 29 | 23 |
Profitability (%) | 53.9823 | 49.1228 | 58.9286 | 53.9823 | 49.1228 | 58.9286 |
Ratio Avg Win / Avg Loss | 2.2741 | 4.2832 | 0.8534 | 0.8866 | 1.2849 | 0.6151 |
Largest Winning Trade | 1041190 | 1041190 | 35753 | 569630 | 569630 | 229876 |
Largest Losing Trade | -47226 | -39022 | -47226 | -460524 | -267504 | -460524 |
Avg Bars in Trades | 32 | 27 | 36 | 32 | 27 | 36 |
Avg Bars in Winners | 43 | 33 | 51 | 43 | 33 | 51 |
Avg Bars in Losers | 18 | 21 | 15 | 18 | 21 | 15 |
Bars Traded | 3624 | 1564 | 2061 | 3624 | 1564 | 2061 |
Profit Streak | 0 | 0 | 9.6603 | 0 | 0 | 9.6603 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 609121 | -162261 | -323515 | -316202 | -274494 | -759010 |
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{ "first_band": { "type": "sma", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 92, "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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