Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 98076.4055 | 37254.6677 | 60821.7378 | 105477.107 | 38268.3379 | 67208.7691 |
Total P&L (%) | 98.0764 | 37.2547 | 60.8217 | 105.4771 | 38.2683 | 67.2088 |
Avg Daily Profit (%) | 0.3766 | 0.1431 | 0.2336 | 0.2769 | 0.1245 | 0.1976 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48728 | -39867 | -41030 | -51236 | -48226 | -40600 |
Profit Factor | 1.6025 | 1.4469 | 1.7658 | 1.615 | 1.439 | 1.7969 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 16 | 9 | 7 | 16 | 9 | 7 |
Profitability (%) | 73.7705 | 70 | 77.4194 | 73.7705 | 70 | 77.4194 |
Ratio Avg Win / Avg Loss | 0.5698 | 0.6201 | 0.515 | 0.5742 | 0.6167 | 0.5241 |
Largest Winning Trade | 14744 | 10535 | 14744 | 14940 | 11066 | 14940 |
Largest Losing Trade | -25316 | -22668 | -25316 | -29270 | -25064 | -29270 |
Avg Bars in Trades | 390 | 412 | 368 | 390 | 412 | 368 |
Avg Bars in Winners | 245 | 232 | 257 | 245 | 232 | 257 |
Avg Bars in Losers | 795 | 833 | 747 | 795 | 833 | 747 |
Bars Traded | 23800 | 12388 | 11412 | 23800 | 12388 | 11412 |
Profit Streak | 11.2714 | 52.7609 | 11.2714 | 11.2714 | 52.7609 | 11.2714 |
Trades During Streak | 2 | 8 | 1 | 2 | 8 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -153836 | -2442 | 382376 | -154664 | -27139 | 388799 |
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{ "first_band": { "type": "sma", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 190, "offset": 233 } } }
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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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