Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1608582.5128 | 1653649.0353 | -45066.5225 | 143850.539 | 1205107.407 | -1061256.868 |
Total P&L (%) | 1608.5825 | 1653.649 | -45.0665 | 143.8505 | 1205.1074 | -1061.2569 |
Avg Daily Profit (%) | 0.8839 | 0.9087 | -0.0248 | 0.049 | 0.1413 | 0 |
Buy And Hold Return (%) | 617.4953 | 617.4953 | 617.4953 | 617.4953 | 617.4953 | 617.4953 |
Max Trade Drawdown | -219828 | -196332 | -72933 | -3266418 | -2456468 | -1375594 |
Profit Factor | 2.2127 | 2.8857 | 0.8997 | 1.0155 | 1.1946 | 0.6588 |
Total Trades | 365 | 182 | 183 | 365 | 182 | 183 |
Winning Trades | 145 | 65 | 80 | 145 | 65 | 80 |
Losing Trades | 220 | 117 | 103 | 220 | 117 | 103 |
Profitability (%) | 39.726 | 35.7143 | 43.7158 | 39.726 | 35.7143 | 43.7158 |
Ratio Avg Win / Avg Loss | 3.3572 | 5.1943 | 1.1584 | 1.5407 | 2.1502 | 0.8483 |
Largest Winning Trade | 1218210 | 1218210 | 42480 | 1448080 | 1448080 | 242108 |
Largest Losing Trade | -33333 | -33333 | -14618 | -1086654 | -1086654 | -273772 |
Avg Bars in Trades | 29 | 48 | 10 | 29 | 48 | 10 |
Avg Bars in Winners | 42 | 79 | 12 | 42 | 79 | 12 |
Avg Bars in Losers | 20 | 30 | 9 | 20 | 30 | 9 |
Bars Traded | 10760 | 8749 | 2011 | 10760 | 8749 | 2011 |
Profit Streak | 15.1906 | 0 | 24.3572 | 15.1906 | 0 | 24.3572 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 459452 | 367722 | -580330 | -496893 | -21810 | -581997 |
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{ "first_band": { "type": "sma", "factors": { "length": 47, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 13, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 47, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 13, "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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