Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 38361.7137 | 25605.7995 | 12755.9142 | 35263.2282 | 21363.7736 | 13899.4546 |
Total P&L (%) | 38.3617 | 25.6058 | 12.7559 | 35.2632 | 21.3638 | 13.8995 |
Avg Daily Profit (%) | 0.7366 | 0.4917 | 0.2449 | 0.5817 | 0.3725 | 0.2502 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -15005 | -18642 | -12254 | -15793 | -20720 | -12662 |
Profit Factor | 1.3711 | 1.6072 | 1.2084 | 1.3135 | 1.436 | 1.2189 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 61.7391 | 61.4035 | 62.069 | 61.7391 | 61.4035 | 62.069 |
Ratio Avg Win / Avg Loss | 0.8497 | 1.0103 | 0.7385 | 0.814 | 0.9026 | 0.7449 |
Largest Winning Trade | 6700 | 6700 | 5618 | 6272 | 6272 | 6060 |
Largest Losing Trade | -26270 | -10009 | -26270 | -26270 | -11404 | -26270 |
Avg Bars in Trades | 212 | 209 | 215 | 212 | 209 | 215 |
Avg Bars in Winners | 169 | 164 | 174 | 169 | 164 | 174 |
Avg Bars in Losers | 283 | 282 | 283 | 283 | 282 | 283 |
Bars Traded | 24468 | 11962 | 12506 | 24468 | 11962 | 12506 |
Profit Streak | 0 | 10.6653 | 0 | 0 | 10.6653 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304604 | -171442 | -254723 | 234346 | -177621 | -219037 |
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{ "first_band": { "type": "sma", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 120, "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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