Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 117827.2363 | -33091.5806 | 150918.8169 | 8339.4036 | -69212.8088 | 77552.2124 |
Total P&L (%) | 117.8272 | -33.0916 | 150.9188 | 8.3394 | -69.2128 | 77.5522 |
Avg Daily Profit (%) | 0.1138 | -0.032 | 0.1457 | 0.0077 | -0.1137 | 0.0554 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108395 | -134880 | -19755 | -131006 | -140799 | -12189 |
Profit Factor | 1.5499 | 0.8292 | 8.3636 | 1.0466 | 0.584 | 7.1654 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 68 | 31 | 37 | 68 | 31 | 37 |
Losing Trades | 10 | 8 | 2 | 10 | 8 | 2 |
Profitability (%) | 87.1795 | 79.4872 | 94.8718 | 87.1795 | 79.4872 | 94.8718 |
Ratio Avg Win / Avg Loss | 0.2279 | 0.214 | 0.4521 | 0.1539 | 0.1507 | 0.3873 |
Largest Winning Trade | 14341 | 14341 | 11407 | 14341 | 14341 | 8007 |
Largest Losing Trade | -66311 | -66311 | -19755 | -90131 | -90131 | -12189 |
Avg Bars in Trades | 35 | 54 | 17 | 35 | 54 | 17 |
Avg Bars in Winners | 14 | 18 | 10 | 14 | 18 | 10 |
Avg Bars in Losers | 183 | 192 | 147 | 183 | 192 | 147 |
Bars Traded | 2801 | 2109 | 693 | 2801 | 2109 | 693 |
Profit Streak | 44.1946 | 44.1946 | 287.1946 | 44.1946 | 44.1946 | 287.1946 |
Trades During Streak | 17 | 8 | 23 | 17 | 8 | 23 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -73281 | -575309 | 524935 | -551316 | -575309 | -105782 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 248, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 248, "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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