Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 700826.1048 | 428866.1591 | 271959.9457 | 2583492.328 | -358845.9774 | 2942338.3054 |
Total P&L (%) | 700.8261 | 428.8662 | 271.9599 | 2583.4923 | -358.846 | 2942.3383 |
Avg Daily Profit (%) | 0.3882 | 0.2375 | 0.1506 | 0.1824 | 0 | 0.1893 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87524 | -71444 | -37016 | -5578224 | -4089014 | -1849739 |
Profit Factor | 2.7757 | 2.6681 | 2.9769 | 1.1932 | 0.9557 | 1.5584 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 56 | 20 | 36 | 56 | 20 | 36 |
Losing Trades | 37 | 26 | 11 | 37 | 26 | 11 |
Profitability (%) | 60.2151 | 43.4783 | 76.5957 | 60.2151 | 43.4783 | 76.5957 |
Ratio Avg Win / Avg Loss | 1.834 | 3.4685 | 0.9096 | 0.7884 | 1.2424 | 0.4762 |
Largest Winning Trade | 424449 | 424449 | 43626 | 1869745 | 1869745 | 1664803 |
Largest Losing Trade | -30452 | -30452 | -25156 | -1641831 | -1641831 | -1290951 |
Avg Bars in Trades | 37 | 39 | 35 | 37 | 39 | 35 |
Avg Bars in Winners | 44 | 58 | 36 | 44 | 58 | 36 |
Avg Bars in Losers | 26 | 24 | 30 | 26 | 24 | 30 |
Bars Traded | 3468 | 1810 | 1658 | 3468 | 1810 | 1658 |
Profit Streak | 41.4302 | 41.4302 | 70.9302 | 41.4302 | 41.4302 | 70.9302 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 645844 | 400271 | 525713 | 44708 | -581024 | 447814 |
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{ "first_band": { "type": "sma", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 52, "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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