Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 779514.6884 | 750052.9199 | 29461.7685 | 160341.7624 | -827105.7624 | 987447.5247 |
Total P&L (%) | 779.5147 | 750.0529 | 29.4618 | 160.3418 | -827.1058 | 987.4475 |
Avg Daily Profit (%) | 0.407 | 0.3916 | 0.0154 | 0.05 | 0 | 0.1247 |
Buy And Hold Return (%) | 53.1006 | 53.1006 | 53.1006 | 53.1006 | 53.1006 | 53.1006 |
Max Trade Drawdown | -243560 | -159123 | -125175 | -2672626 | -2315598 | -1111238 |
Profit Factor | 2.6993 | 3.8779 | 1.1487 | 1.0308 | 0.7604 | 1.5625 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 22 | 9 | 13 | 22 | 9 | 13 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 37.2881 | 30 | 44.8276 | 37.2881 | 30 | 44.8276 |
Ratio Avg Win / Avg Loss | 4.5398 | 9.0485 | 1.4138 | 1.7336 | 1.7743 | 1.9231 |
Largest Winning Trade | 762859 | 762859 | 57849 | 842625 | 762859 | 842625 |
Largest Losing Trade | -38230 | -29423 | -38230 | -764094 | -764094 | -347996 |
Avg Bars in Trades | 59 | 46 | 71 | 59 | 46 | 71 |
Avg Bars in Winners | 80 | 72 | 86 | 80 | 72 | 86 |
Avg Bars in Losers | 46 | 36 | 60 | 46 | 36 | 60 |
Bars Traded | 3493 | 1409 | 2084 | 3493 | 1409 | 2084 |
Profit Streak | 0 | 0 | 49.7711 | 0 | 0 | 49.7711 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -169764 | 317589 | -396512 | -499549 | -585825 | -24876 |
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{ "first_band": { "type": "sma", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 133, "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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