Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1576698.9606 | 1510396.892 | 66302.0687 | 903334.4192 | 575798.2367 | 327536.1825 |
Total P&L (%) | 1576.699 | 1510.3969 | 66.3021 | 903.3344 | 575.7982 | 327.5362 |
Avg Daily Profit (%) | 0.8491 | 0.8134 | 0.0357 | 0.1243 | 0.1029 | 0.0783 |
Buy And Hold Return (%) | 63.5785 | 63.5785 | 63.5785 | 63.5785 | 63.5785 | 63.5785 |
Max Trade Drawdown | -85540 | -88121 | -45014 | -1653450 | -1304625 | -915316 |
Profit Factor | 4.4024 | 7.2924 | 1.2968 | 1.1626 | 1.2012 | 1.1216 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 42.8571 | 43.75 | 41.9355 | 42.8571 | 43.75 | 41.9355 |
Ratio Avg Win / Avg Loss | 5.8699 | 9.376 | 1.7956 | 1.5501 | 1.5444 | 1.5529 |
Largest Winning Trade | 1384950 | 1384950 | 63564 | 1113862 | 1113862 | 617548 |
Largest Losing Trade | -45014 | -38470 | -45014 | -915316 | -457762 | -915316 |
Avg Bars in Trades | 82 | 69 | 97 | 82 | 69 | 97 |
Avg Bars in Winners | 118 | 91 | 146 | 118 | 91 | 146 |
Avg Bars in Losers | 56 | 51 | 61 | 56 | 51 | 61 |
Bars Traded | 5222 | 2211 | 3011 | 5222 | 2211 | 3011 |
Profit Streak | 56.1868 | 56.1868 | 76.8535 | 56.1868 | 56.1868 | 76.8535 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -132508 | 712960 | -299094 | -220384 | -56438 | -178008 |
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{ "first_band": { "type": "sma", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 51, "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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