Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1471379.9287 | 122780.8472 | -1594160.7758 | 514390.6501 | -4915799.7387 | 5430190.3888 |
Total P&L (%) | -1471.3799 | 122.7808 | -1594.1608 | 514.3907 | -4915.7997 | 5430.1904 |
Avg Daily Profit (%) | -0.7496 | 0.0625 | -0.8121 | 0.0925 | 0 | 0.2046 |
Buy And Hold Return (%) | 1290.2528 | 1290.2528 | 1290.2528 | 1290.2528 | 1290.2528 | 1290.2528 |
Max Trade Drawdown | -1713740 | -103522 | -1712426 | -7837374 | -5284882 | -5876696 |
Profit Factor | 0.2851 | 1.5848 | 0.1374 | 1.0323 | 0.345 | 1.645 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 41 | 22 | 19 | 41 | 21 | 20 |
Losing Trades | 21 | 9 | 12 | 21 | 10 | 11 |
Profitability (%) | 66.129 | 70.9677 | 61.2903 | 66.129 | 67.7419 | 64.5161 |
Ratio Avg Win / Avg Loss | 0.146 | 0.6483 | 0.0868 | 0.5287 | 0.1643 | 0.9047 |
Largest Winning Trade | 58240 | 45485 | 58240 | 12315791 | 843986 | 12315791 |
Largest Losing Trade | -1447472 | -58263 | -1447472 | -5664951 | -2366422 | -5664951 |
Avg Bars in Trades | 183 | 195 | 170 | 183 | 195 | 170 |
Avg Bars in Winners | 98 | 107 | 88 | 105 | 111 | 98 |
Avg Bars in Losers | 348 | 411 | 301 | 335 | 371 | 302 |
Bars Traded | 11362 | 6067 | 5295 | 11362 | 6067 | 5295 |
Profit Streak | 396.9983 | 0 | 551.665 | 396.9983 | 0 | 551.665 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -736601 | -272350 | -578019 | -577284 | -578518 | 343949 |
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{ "first_band": { "type": "sma", "factors": { "length": 48, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 216, "offset": 46 } } }
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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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