Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1694946.9934 | 1678226.3155 | 16720.6779 | 460723.4242 | 564805.7411 | -104082.3168 |
Total P&L (%) | 1694.947 | 1678.2263 | 16.7207 | 460.7234 | 564.8057 | -104.0823 |
Avg Daily Profit (%) | 0.7477 | 0.7403 | 0.0074 | 0.0761 | 0.0836 | 0 |
Buy And Hold Return (%) | 140.7035 | 140.7035 | 140.7035 | 140.7035 | 140.7035 | 140.7035 |
Max Trade Drawdown | -159361 | -149626 | -12940 | -3676808 | -3655826 | -227173 |
Profit Factor | 4.44 | 4.7101 | 1.4141 | 1.0601 | 1.0795 | 0.8132 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 27 | 10 | 17 | 27 | 10 | 17 |
Losing Trades | 34 | 20 | 14 | 34 | 20 | 14 |
Profitability (%) | 44.2623 | 33.3333 | 54.8387 | 44.2623 | 33.3333 | 54.8387 |
Ratio Avg Win / Avg Loss | 5.5911 | 9.4201 | 1.1646 | 1.335 | 2.159 | 0.6697 |
Largest Winning Trade | 1167598 | 1167598 | 10940 | 3689263 | 3689263 | 92599 |
Largest Losing Trade | -51125 | -51125 | -8264 | -1603929 | -1603929 | -181590 |
Avg Bars in Trades | 218 | 437 | 7 | 218 | 437 | 7 |
Avg Bars in Winners | 250 | 661 | 8 | 250 | 661 | 8 |
Avg Bars in Losers | 194 | 325 | 6 | 194 | 325 | 6 |
Bars Traded | 13356 | 13123 | 233 | 13356 | 13123 | 233 |
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 | -148127 | 493538 | -347103 | -416821 | -221599 | -579912 |
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{ "first_band": { "type": "sma", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 45, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 45, "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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