Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 991413.8284 | 1014652.4965 | -23238.6681 | -818065.5123 | 99144.7409 | -917210.2532 |
Total P&L (%) | 991.4138 | 1014.6525 | -23.2387 | -818.0655 | 99.1447 | -917.2103 |
Avg Daily Profit (%) | 0.4199 | 0.4298 | -0.0098 | 0 | 0.0292 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -259195 | -47840 | -250871 | -1373403 | -375286 | -1070826 |
Profit Factor | 2.7178 | 5.9235 | 0.9374 | 0.6541 | 1.1212 | 0.407 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 31 | 14 | 17 | 36 | 20 | 16 |
Losing Trades | 40 | 22 | 18 | 35 | 16 | 19 |
Profitability (%) | 43.662 | 38.8889 | 48.5714 | 50.7042 | 55.5556 | 45.7143 |
Ratio Avg Win / Avg Loss | 3.5069 | 9.3083 | 0.9925 | 0.6359 | 0.8969 | 0.4833 |
Largest Winning Trade | 1051815 | 1051815 | 61088 | 261272 | 261272 | 147347 |
Largest Losing Trade | -166091 | -27136 | -166091 | -444297 | -292651 | -444297 |
Avg Bars in Trades | 59 | 48 | 71 | 59 | 48 | 71 |
Avg Bars in Winners | 85 | 70 | 98 | 39 | 35 | 43 |
Avg Bars in Losers | 39 | 34 | 45 | 80 | 65 | 94 |
Bars Traded | 4242 | 1756 | 2486 | 4242 | 1756 | 2486 |
Profit Streak | 42.6983 | 42.6983 | 50.1983 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -77652 | 529281 | -580778 | -671964 | -242104 | -582454 |
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{ "first_band": { "type": "sma", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 28, "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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