Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 915587.1797 | 844371.9397 | 71215.24 | 1812270.2444 | 4654300.4306 | -2842030.1863 |
Total P&L (%) | 915.5872 | 844.3719 | 71.2152 | 1812.2702 | 4654.3004 | -2842.0302 |
Avg Daily Profit (%) | 0.5031 | 0.464 | 0.0391 | 0.1623 | 0.2124 | 0 |
Buy And Hold Return (%) | 647.413 | 647.413 | 647.413 | 647.413 | 647.413 | 647.413 |
Max Trade Drawdown | -150543 | -80675 | -134106 | -4439353 | -2397088 | -4058262 |
Profit Factor | 1.9199 | 3.1221 | 1.1192 | 1.0894 | 1.5878 | 0.77 |
Total Trades | 256 | 128 | 128 | 256 | 128 | 128 |
Winning Trades | 119 | 56 | 63 | 119 | 56 | 63 |
Losing Trades | 137 | 72 | 65 | 137 | 72 | 65 |
Profitability (%) | 46.4844 | 43.75 | 49.2188 | 46.4844 | 43.75 | 49.2188 |
Ratio Avg Win / Avg Loss | 2.2103 | 4.0141 | 1.1547 | 1.2542 | 2.0414 | 0.7945 |
Largest Winning Trade | 219849 | 219849 | 61233 | 3352172 | 3352172 | 1122972 |
Largest Losing Trade | -80094 | -26176 | -80094 | -2332358 | -1032523 | -2332358 |
Avg Bars in Trades | 41 | 36 | 47 | 41 | 36 | 47 |
Avg Bars in Winners | 57 | 53 | 60 | 57 | 53 | 60 |
Avg Bars in Losers | 28 | 24 | 33 | 28 | 24 | 33 |
Bars Traded | 10741 | 4704 | 6037 | 10741 | 4704 | 6037 |
Profit Streak | 0 | 21.865 | 0 | 0 | 21.865 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -22661 | -56468 | -396323 | -117819 | 341974 | -581296 |
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{ "first_band": { "type": "sma", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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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