Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 562011.433 | 500198.8152 | 61812.6177 | 605401.8828 | 3669276.7188 | -3063874.836 |
Total P&L (%) | 562.0114 | 500.1988 | 61.8126 | 605.4019 | 3669.2767 | -3063.8748 |
Avg Daily Profit (%) | 0.3111 | 0.2769 | 0.0342 | 0.1082 | 0.2011 | 0 |
Buy And Hold Return (%) | 209.2503 | 209.2503 | 209.2503 | 209.2503 | 209.2503 | 209.2503 |
Max Trade Drawdown | -194637 | -95978 | -122967 | -6293148 | -2389944 | -4569456 |
Profit Factor | 1.8859 | 2.5533 | 1.1979 | 1.0446 | 1.5516 | 0.5572 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 63.4409 | 65.2174 | 61.7021 | 63.4409 | 65.2174 | 61.7021 |
Ratio Avg Win / Avg Loss | 1.0868 | 1.3618 | 0.7435 | 0.602 | 0.8275 | 0.3459 |
Largest Winning Trade | 106557 | 106557 | 65880 | 2729271 | 2729271 | 583678 |
Largest Losing Trade | -72452 | -37064 | -72452 | -2185256 | -1080631 | -2185256 |
Avg Bars in Trades | 74 | 59 | 89 | 74 | 59 | 89 |
Avg Bars in Winners | 62 | 42 | 83 | 62 | 42 | 83 |
Avg Bars in Losers | 96 | 91 | 99 | 96 | 91 | 99 |
Bars Traded | 6943 | 2736 | 4207 | 6943 | 2736 | 4207 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 372015 | 367622 | -315884 | -222206 | 361716 | -579179 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 60, "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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