Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 751457.1502 | 649424.8754 | 102032.2748 | 6746230.5372 | 9909941.2413 | -3163710.7042 |
Total P&L (%) | 751.4572 | 649.4249 | 102.0323 | 6746.2305 | 9909.9412 | -3163.7107 |
Avg Daily Profit (%) | 0.3004 | 0.2596 | 0.0408 | 0.1691 | 0.1843 | 0 |
Buy And Hold Return (%) | 820.7819 | 820.7819 | 820.7819 | 820.7819 | 820.7819 | 820.7819 |
Max Trade Drawdown | -77743 | -78521 | -75811 | -3805673 | -1402600 | -4226275 |
Profit Factor | 2.7767 | 4.3017 | 1.451 | 1.6263 | 3.8575 | 0.5668 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Losing Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Profitability (%) | 63.5135 | 67.5676 | 59.4595 | 63.5135 | 67.5676 | 59.4595 |
Ratio Avg Win / Avg Loss | 1.5951 | 2.0648 | 0.9893 | 0.9343 | 1.8516 | 0.3865 |
Largest Winning Trade | 167564 | 167564 | 46583 | 4814956 | 4814956 | 483297 |
Largest Losing Trade | -68124 | -47462 | -68124 | -2282346 | -729003 | -2282346 |
Avg Bars in Trades | 61 | 72 | 51 | 61 | 72 | 51 |
Avg Bars in Winners | 66 | 62 | 70 | 66 | 62 | 70 |
Avg Bars in Losers | 53 | 93 | 22 | 53 | 93 | 22 |
Bars Traded | 4582 | 2695 | 1887 | 4582 | 2695 | 1887 |
Profit Streak | 130.8446 | 130.8446 | 215.8446 | 130.8446 | 130.8446 | 215.8446 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -217371 | -147097 | -303037 | -57713 | 637608 | -578954 |
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{ "first_band": { "type": "sma", "factors": { "length": 38, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 165, "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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