Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 456869.48 | 445339.9434 | 11529.5366 | 331211.6247 | 253530.6536 | 77680.971 |
Total P&L (%) | 456.8695 | 445.3399 | 11.5295 | 331.2116 | 253.5307 | 77.681 |
Avg Daily Profit (%) | 0.3236 | 0.3154 | 0.0082 | 0.1036 | 0.0895 | 0.0407 |
Buy And Hold Return (%) | 58.4217 | 58.4217 | 58.4217 | 58.4217 | 58.4217 | 58.4217 |
Max Trade Drawdown | -133964 | -103454 | -121953 | -1017775 | -862826 | -569454 |
Profit Factor | 2.0762 | 3.0468 | 1.0557 | 1.1268 | 1.1676 | 1.0707 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 38 | 22 | 16 | 38 | 22 | 16 |
Profitability (%) | 43.2836 | 35.2941 | 51.5152 | 43.2836 | 35.2941 | 51.5152 |
Ratio Avg Win / Avg Loss | 2.7205 | 5.5858 | 0.9936 | 1.4765 | 2.1405 | 1.0077 |
Largest Winning Trade | 227357 | 227357 | 59089 | 470754 | 470754 | 334864 |
Largest Losing Trade | -31683 | -31683 | -30800 | -203701 | -203701 | -160741 |
Avg Bars in Trades | 59 | 51 | 67 | 59 | 51 | 67 |
Avg Bars in Winners | 84 | 99 | 74 | 84 | 99 | 74 |
Avg Bars in Losers | 39 | 24 | 60 | 39 | 24 | 60 |
Bars Traded | 3960 | 1740 | 2220 | 3960 | 1740 | 2220 |
Profit Streak | 0 | 0 | 597.4042 | 0 | 0 | 597.4042 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -111265 | 312895 | -507481 | -260537 | -116265 | -343351 |
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{ "first_band": { "type": "sma", "factors": { "length": 131, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 131, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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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