Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2156334.5067 | 1912419.1166 | 243915.3901 | 20896795.0601 | 4483984.9006 | 16412810.1595 |
Total P&L (%) | 2156.3345 | 1912.4191 | 243.9154 | 20896.7951 | 4483.9849 | 16412.8102 |
Avg Daily Profit (%) | 0.9295 | 0.8243 | 0.1051 | 0.2307 | 0.165 | 0.2204 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110047 | -85078 | -106929 | -8131738 | -8406073 | -4191001 |
Profit Factor | 5.0575 | 7.3954 | 2.0495 | 1.5395 | 1.1659 | 2.4022 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 52 | 23 | 29 | 52 | 23 | 29 |
Losing Trades | 47 | 27 | 20 | 47 | 27 | 20 |
Profitability (%) | 52.5253 | 46 | 59.1837 | 52.5253 | 46 | 59.1837 |
Ratio Avg Win / Avg Loss | 4.5712 | 8.6816 | 1.4134 | 1.3915 | 1.3687 | 1.6567 |
Largest Winning Trade | 1461866 | 1461866 | 82503 | 8236206 | 8236206 | 7401908 |
Largest Losing Trade | -76067 | -25187 | -76067 | -3988836 | -3988836 | -2257700 |
Avg Bars in Trades | 67 | 54 | 80 | 67 | 54 | 80 |
Avg Bars in Winners | 91 | 83 | 98 | 91 | 83 | 98 |
Avg Bars in Losers | 40 | 28 | 55 | 40 | 28 | 55 |
Bars Traded | 6663 | 2704 | 3960 | 6663 | 2704 | 3960 |
Profit Streak | 0 | 0 | 56.278 | 0 | 0 | 56.278 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 781432 | -159895 | -47030 | 375807 | -211898 | 561543 |
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{ "first_band": { "type": "sma", "factors": { "length": 132, "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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