Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1364996.3244 | 1340543.53 | 24452.7944 | 214872.2589 | 245915.664 | -31043.4052 |
Total P&L (%) | 1364.9963 | 1340.5435 | 24.4528 | 214.8723 | 245.9157 | -31.0434 |
Avg Daily Profit (%) | 0.7388 | 0.7255 | 0.0132 | 0.0621 | 0.0672 | -0.0201 |
Buy And Hold Return (%) | 30.6997 | 30.6997 | 30.6997 | 30.6997 | 30.6997 | 30.6997 |
Max Trade Drawdown | -217896 | -149342 | -92868 | -1073513 | -731996 | -492407 |
Profit Factor | 2.9631 | 4.6955 | 1.0735 | 1.0794 | 1.1848 | 0.9774 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
Losing Trades | 62 | 35 | 27 | 62 | 35 | 27 |
Profitability (%) | 34.7368 | 27.0833 | 42.5532 | 34.7368 | 27.0833 | 42.5532 |
Ratio Avg Win / Avg Loss | 5.5671 | 12.6418 | 1.4493 | 2.0281 | 3.1899 | 1.3195 |
Largest Winning Trade | 1265801 | 1265801 | 62540 | 634635 | 634635 | 451628 |
Largest Losing Trade | -37570 | -26162 | -37570 | -248157 | -248157 | -193924 |
Avg Bars in Trades | 113 | 104 | 122 | 113 | 104 | 122 |
Avg Bars in Winners | 221 | 240 | 208 | 221 | 240 | 208 |
Avg Bars in Losers | 55 | 53 | 58 | 55 | 53 | 58 |
Bars Traded | 10755 | 5016 | 5739 | 10755 | 5016 | 5739 |
Profit Streak | 0 | 0 | 35.618 | 0 | 0 | 35.618 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 454286 | -720 | -482857 | -247717 | -140143 | -581383 |
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{ "first_band": { "type": "sma", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 35, "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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