Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 124279.319 | 87791.2685 | 36488.0505 | 130642.9126 | 115364.9426 | 15277.97 |
Total P&L (%) | 124.2793 | 87.7913 | 36.4881 | 130.6429 | 115.3649 | 15.278 |
Avg Daily Profit (%) | 0.4772 | 0.3371 | 0.1401 | 0.3214 | 0.295 | 0.0546 |
Buy And Hold Return (%) | 14.8655 | 14.8655 | 14.8655 | 14.8655 | 14.8655 | 14.8655 |
Max Trade Drawdown | -54204 | -33277 | -65868 | -147284 | -88888 | -156322 |
Profit Factor | 1.2949 | 1.44 | 1.1644 | 1.135 | 1.2489 | 1.0303 |
Total Trades | 318 | 159 | 159 | 318 | 159 | 159 |
Winning Trades | 233 | 119 | 114 | 233 | 119 | 114 |
Losing Trades | 85 | 40 | 45 | 85 | 40 | 45 |
Profitability (%) | 73.2704 | 74.8428 | 71.6981 | 73.2704 | 74.8428 | 71.6981 |
Ratio Avg Win / Avg Loss | 0.4724 | 0.484 | 0.4597 | 0.414 | 0.4198 | 0.4067 |
Largest Winning Trade | 12293 | 12293 | 8049 | 21433 | 21433 | 16577 |
Largest Losing Trade | -38532 | -18532 | -38532 | -93671 | -43089 | -93671 |
Avg Bars in Trades | 77 | 76 | 79 | 77 | 76 | 79 |
Avg Bars in Winners | 41 | 40 | 42 | 41 | 40 | 42 |
Avg Bars in Losers | 175 | 181 | 170 | 175 | 181 | 170 |
Bars Traded | 24686 | 12124 | 12562 | 24686 | 12124 | 12562 |
Profit Streak | 4.3937 | 4.3937 | 8.4562 | 4.3937 | 4.3937 | 8.4562 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 441779 | 345092 | -47902 | -61190 | 316363 | -462778 |
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{ "first_band": { "type": "sma", "factors": { "length": 14, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 167, "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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