Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1498518.3426 | 1383912.112 | 114606.2305 | 6853469.1409 | 6043733.9096 | 809735.2312 |
Total P&L (%) | 1498.5183 | 1383.9121 | 114.6062 | 6853.4691 | 6043.7339 | 809.7352 |
Avg Daily Profit (%) | 0.8001 | 0.7389 | 0.0612 | 0.2267 | 0.2201 | 0.118 |
Buy And Hold Return (%) | 504.8396 | 504.8396 | 504.8396 | 504.8396 | 504.8396 | 504.8396 |
Max Trade Drawdown | -113599 | -144625 | -54683 | -12089682 | -9997507 | -5990841 |
Profit Factor | 3.5723 | 4.7891 | 1.5274 | 1.1911 | 1.286 | 1.055 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 44.5652 | 41.3043 | 47.8261 | 44.5652 | 41.3043 | 47.8261 |
Ratio Avg Win / Avg Loss | 4.4436 | 6.8056 | 1.6662 | 1.4817 | 1.8275 | 1.1509 |
Largest Winning Trade | 726446 | 726446 | 51202 | 12166818 | 12166818 | 3161750 |
Largest Losing Trade | -38580 | -30212 | -38580 | -5592398 | -2645935 | -5592398 |
Avg Bars in Trades | 60 | 55 | 64 | 60 | 55 | 64 |
Avg Bars in Winners | 84 | 81 | 87 | 84 | 81 | 87 |
Avg Bars in Losers | 40 | 37 | 43 | 40 | 37 | 43 |
Bars Traded | 5526 | 2568 | 2958 | 5526 | 2568 | 2958 |
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 | 536638 | 490848 | -275186 | -3869 | 216395 | -205451 |
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{ "first_band": { "type": "sma", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 35, "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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