Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 885911.0844 | 693624.9353 | 192286.1491 | 3643551.7229 | -99669.6212 | 3743221.3441 |
Total P&L (%) | 885.9111 | 693.6249 | 192.2861 | 3643.5517 | -99.6696 | 3743.2213 |
Avg Daily Profit (%) | 0.4574 | 0.3582 | 0.0993 | 0.1872 | -0.2945 | 0.1886 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81318 | -71265 | -86056 | -2340474 | -2488261 | -1042834 |
Profit Factor | 2.5026 | 3.3413 | 1.6556 | 1.3822 | 0.9826 | 1.9876 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 63 | 27 | 36 | 63 | 27 | 36 |
Losing Trades | 65 | 37 | 28 | 65 | 37 | 28 |
Profitability (%) | 49.2188 | 42.1875 | 56.25 | 49.2188 | 42.1875 | 56.25 |
Ratio Avg Win / Avg Loss | 2.5821 | 4.5789 | 1.2877 | 1.4261 | 1.3466 | 1.5459 |
Largest Winning Trade | 459492 | 459492 | 52066 | 1331823 | 1331823 | 961261 |
Largest Losing Trade | -67791 | -28876 | -67791 | -899616 | -899616 | -540104 |
Avg Bars in Trades | 44 | 31 | 56 | 44 | 31 | 56 |
Avg Bars in Winners | 60 | 48 | 69 | 60 | 48 | 69 |
Avg Bars in Losers | 28 | 20 | 39 | 28 | 20 | 39 |
Bars Traded | 5637 | 2038 | 3599 | 5637 | 2038 | 3599 |
Profit Streak | 0 | 0 | 29.2436 | 0 | 0 | 29.2436 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 541578 | -126718 | -196229 | 307815 | -721607 | -126113 |
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{ "first_band": { "type": "sma", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "hilo", "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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