Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 172374.3806 | 84242.0992 | 88132.2814 | 275554.1829 | 115459.3512 | 160094.8318 |
Total P&L (%) | 172.3744 | 84.2421 | 88.1323 | 275.5542 | 115.4594 | 160.0948 |
Avg Daily Profit (%) | 0.331 | 0.1617 | 0.1692 | 0.2544 | 0.1475 | 0.1837 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36035 | -41391 | -33751 | -137464 | -55867 | -104249 |
Profit Factor | 1.7052 | 1.6221 | 1.8084 | 1.452 | 1.3477 | 1.5769 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 57.6923 | 53.8462 | 61.5385 | 57.6923 | 53.8462 | 61.5385 |
Ratio Avg Win / Avg Loss | 1.2505 | 1.3904 | 1.1302 | 1.0648 | 1.1552 | 0.9856 |
Largest Winning Trade | 23101 | 20760 | 23101 | 55344 | 44419 | 55344 |
Largest Losing Trade | -29613 | -23052 | -29613 | -67101 | -46248 | -67101 |
Avg Bars in Trades | 232 | 252 | 212 | 232 | 252 | 212 |
Avg Bars in Winners | 190 | 220 | 164 | 190 | 220 | 164 |
Avg Bars in Losers | 289 | 290 | 289 | 289 | 290 | 289 |
Bars Traded | 24187 | 13141 | 11046 | 24187 | 13141 | 11046 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 416362 | -170871 | -169451 | 352942 | -175904 | -171537 |
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{ "first_band": { "type": "sma", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 118, "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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