Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 356600.6597 | 324728.61 | 31872.0496 | -63790.8428 | 213067.063 | -276857.9058 |
Total P&L (%) | 356.6007 | 324.7286 | 31.8721 | -63.7908 | 213.0671 | -276.8579 |
Avg Daily Profit (%) | 0.1998 | 0.182 | 0.0179 | -0.0569 | 0.064 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121046 | -67168 | -152505 | -278868 | -83950 | -324206 |
Profit Factor | 1.3966 | 2.058 | 1.0538 | 0.9175 | 2.1897 | 0.5337 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 77 | 40 | 37 | 77 | 40 | 37 |
Losing Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Profitability (%) | 62.0968 | 64.5161 | 59.6774 | 62.0968 | 64.5161 | 59.6774 |
Ratio Avg Win / Avg Loss | 0.8524 | 1.1319 | 0.712 | 0.56 | 1.2044 | 0.3606 |
Largest Winning Trade | 78091 | 78091 | 54791 | 59212 | 46020 | 59212 |
Largest Losing Trade | -78311 | -48818 | -78311 | -223293 | -81663 | -223293 |
Avg Bars in Trades | 53 | 29 | 78 | 53 | 29 | 78 |
Avg Bars in Winners | 47 | 27 | 69 | 47 | 27 | 69 |
Avg Bars in Losers | 63 | 32 | 90 | 63 | 32 | 90 |
Bars Traded | 6675 | 1838 | 4837 | 6675 | 1838 | 4837 |
Profit Streak | 0 | 0 | 159.6483 | 0 | 0 | 159.6483 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306862 | -141752 | -486514 | -578880 | -256473 | -732350 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 105, "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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