Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 737831.822 | 731712.2671 | 6119.5548 | 312165.2789 | 354777.2956 | -42612.0167 |
Total P&L (%) | 737.8318 | 731.7123 | 6.1196 | 312.1653 | 354.7773 | -42.612 |
Avg Daily Profit (%) | 0.4019 | 0.3985 | 0.0033 | 0.0772 | 0.0825 | -0.0302 |
Buy And Hold Return (%) | 155.5485 | 155.5485 | 155.5485 | 155.5485 | 155.5485 | 155.5485 |
Max Trade Drawdown | -111746 | -96522 | -78668 | -235307 | -200362 | -144116 |
Profit Factor | 2.4124 | 4.1837 | 1.0209 | 1.3107 | 1.8275 | 0.926 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 35.443 | 35 | 35.8974 | 35.443 | 35 | 35.8974 |
Ratio Avg Win / Avg Loss | 4.3941 | 7.7697 | 1.8231 | 2.3873 | 3.394 | 1.6536 |
Largest Winning Trade | 662132 | 662132 | 57865 | 279366 | 279366 | 147956 |
Largest Losing Trade | -37534 | -20063 | -37534 | -77745 | -51250 | -77745 |
Avg Bars in Trades | 66 | 66 | 66 | 66 | 66 | 66 |
Avg Bars in Winners | 141 | 139 | 143 | 141 | 139 | 143 |
Avg Bars in Losers | 25 | 26 | 24 | 25 | 26 | 24 |
Bars Traded | 5254 | 2648 | 2606 | 5254 | 2648 | 2606 |
Profit Streak | 89.0927 | 146.7593 | 0 | 89.0927 | 146.7593 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -23582 | 377702 | -556010 | -131878 | -89157 | -583463 |
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{ "first_band": { "type": "sma", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 19, "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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