Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 123838.0813 | 226930.7975 | -103092.7161 | -307744.6311 | -115833.9002 | -191910.731 |
Total P&L (%) | 123.8381 | 226.9308 | -103.0927 | -307.7446 | -115.8339 | -191.9107 |
Avg Daily Profit (%) | 0.099 | 0.1813 | -0.0824 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -306261 | -34416 | -305851 | -350214 | -140587 | -328188 |
Profit Factor | 1.2046 | 2.9669 | 0.7896 | 0.6113 | 0.5148 | 0.6529 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 51 | 26 | 25 | 16 | 8 | 8 |
Losing Trades | 19 | 9 | 10 | 54 | 27 | 27 |
Profitability (%) | 72.8571 | 74.2857 | 71.4286 | 22.8571 | 22.8571 | 22.8571 |
Ratio Avg Win / Avg Loss | 0.4488 | 1.027 | 0.3158 | 2.063 | 1.7373 | 2.2036 |
Largest Winning Trade | 46640 | 46640 | 32034 | 245562 | 47322 | 245562 |
Largest Losing Trade | -262270 | -22264 | -262270 | -243476 | -40422 | -243476 |
Avg Bars in Trades | 33 | 34 | 33 | 33 | 34 | 33 |
Avg Bars in Winners | 26 | 26 | 27 | 57 | 64 | 51 |
Avg Bars in Losers | 53 | 57 | 50 | 26 | 25 | 28 |
Bars Traded | 2379 | 1199 | 1180 | 2379 | 1199 | 1180 |
Profit Streak | 26.3503 | 26.3503 | 62.8503 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -157555 | 565082 | -577035 | -716037 | -617269 | -617269 |
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{ "first_band": { "type": "sma", "factors": { "length": 15, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 25 } } }
# | 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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