Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 110763.3677 | 84856.6979 | 25906.6698 | 127784.9118 | 123425.2286 | 4359.6832 |
Total P&L (%) | 110.7634 | 84.8567 | 25.9067 | 127.7849 | 123.4252 | 4.3597 |
Avg Daily Profit (%) | 0.4253 | 0.3258 | 0.0995 | 0.3166 | 0.3092 | 0.0164 |
Buy And Hold Return (%) | 30.0833 | 30.0833 | 30.0833 | 30.0833 | 30.0833 | 30.0833 |
Max Trade Drawdown | -40165 | -23243 | -41897 | -78233 | -29632 | -102202 |
Profit Factor | 1.5505 | 2.2079 | 1.1978 | 1.3746 | 2.079 | 1.0192 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 66.3043 | 65.2174 | 67.3913 | 66.3043 | 65.2174 | 67.3913 |
Ratio Avg Win / Avg Loss | 0.7879 | 1.1775 | 0.5796 | 0.6986 | 1.1088 | 0.4932 |
Largest Winning Trade | 17568 | 17568 | 17489 | 32881 | 32881 | 18382 |
Largest Losing Trade | -25464 | -10884 | -25464 | -61957 | -17334 | -61957 |
Avg Bars in Trades | 268 | 261 | 276 | 268 | 261 | 276 |
Avg Bars in Winners | 195 | 195 | 196 | 195 | 195 | 196 |
Avg Bars in Losers | 412 | 385 | 441 | 412 | 385 | 441 |
Bars Traded | 24718 | 12019 | 12700 | 24718 | 12019 | 12700 |
Profit Streak | 8.3194 | 8.3194 | 22.7673 | 8.3194 | 8.3194 | 22.7673 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353922 | 370564 | -228101 | 299895 | 397503 | -535332 |
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{ "first_band": { "type": "sma", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 156, "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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