Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1246338.1654 | 1243307.7913 | 3030.3741 | 147120.4635 | 714627.678 | -567507.2145 |
Total P&L (%) | 1246.3382 | 1243.3078 | 3.0304 | 147.1205 | 714.6277 | -567.5072 |
Avg Daily Profit (%) | 0.675 | 0.6733 | 0.0016 | 0.049 | 0.1137 | 0 |
Buy And Hold Return (%) | 214.3681 | 214.3681 | 214.3681 | 214.3681 | 214.3681 | 214.3681 |
Max Trade Drawdown | -230489 | -182732 | -65714 | -2391225 | -1438973 | -1105182 |
Profit Factor | 3.4236 | 5.4413 | 1.0129 | 1.0394 | 1.3713 | 0.6857 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 23 | 9 | 14 | 23 | 9 | 14 |
Losing Trades | 34 | 20 | 14 | 34 | 20 | 14 |
Profitability (%) | 40.3509 | 31.0345 | 50 | 40.3509 | 31.0345 | 50 |
Ratio Avg Win / Avg Loss | 5.061 | 12.0919 | 1.0129 | 1.5366 | 3.0473 | 0.6857 |
Largest Winning Trade | 1022773 | 1022773 | 68140 | 1022773 | 1022773 | 544740 |
Largest Losing Trade | -43679 | -39778 | -43679 | -768175 | -753318 | -768175 |
Avg Bars in Trades | 124 | 142 | 106 | 124 | 142 | 106 |
Avg Bars in Winners | 146 | 197 | 113 | 146 | 197 | 113 |
Avg Bars in Losers | 110 | 118 | 99 | 110 | 118 | 99 |
Bars Traded | 7117 | 4145 | 2972 | 7117 | 4145 | 2972 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -165398 | 430966 | -583752 | -652523 | -49456 | -601833 |
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{ "first_band": { "type": "sma", "factors": { "length": 239, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 163, "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) |
---|