Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 241055.9474 | 94858.5145 | 146197.433 | -4855.4619 | -72477.5503 | 67622.0884 |
Total P&L (%) | 241.0559 | 94.8585 | 146.1974 | -4.8555 | -72.4776 | 67.6221 |
Avg Daily Profit (%) | 0.1589 | 0.0625 | 0.0964 | -0.0033 | -0.085 | 0.0341 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103721 | -112643 | -26190 | -106893 | -71910 | -41145 |
Profit Factor | 1.4762 | 1.2488 | 2.1708 | 0.9863 | 0.7134 | 1.6629 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 47 | 20 | 27 | 47 | 20 | 27 |
Losing Trades | 39 | 23 | 16 | 39 | 23 | 16 |
Profitability (%) | 54.6512 | 46.5116 | 62.7907 | 54.6512 | 46.5116 | 62.7907 |
Ratio Avg Win / Avg Loss | 1.225 | 1.4361 | 1.2864 | 0.8184 | 0.8204 | 0.9854 |
Largest Winning Trade | 233290 | 233290 | 41596 | 63449 | 63449 | 42395 |
Largest Losing Trade | -46546 | -46546 | -22358 | -46917 | -46917 | -28923 |
Avg Bars in Trades | 49 | 59 | 40 | 49 | 59 | 40 |
Avg Bars in Winners | 54 | 60 | 50 | 54 | 60 | 50 |
Avg Bars in Losers | 43 | 58 | 21 | 43 | 58 | 21 |
Bars Traded | 4274 | 2553 | 1721 | 4274 | 2553 | 1721 |
Profit Streak | 39.2076 | 40.2076 | 39.2076 | 39.2076 | 40.2076 | 39.2076 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 384933 | -109980 | -59034 | -578516 | -581096 | -144929 |
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{ "first_band": { "type": "sma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 92, "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) |
---|