Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 932776.184 | 765121.8453 | 167654.3387 | 34558010.4384 | 34709690.0021 | -151679.5637 |
Total P&L (%) | 932.7762 | 765.1218 | 167.6543 | 34558.0104 | 34709.69 | -151.6796 |
Avg Daily Profit (%) | 0.5106 | 0.4188 | 0.0918 | 0.3207 | 0.3209 | 0 |
Buy And Hold Return (%) | 737.7551 | 737.7551 | 737.7551 | 737.7551 | 737.7551 | 737.7551 |
Max Trade Drawdown | -73084 | -69823 | -69546 | -40056787 | -25075215 | -33843234 |
Profit Factor | 1.9571 | 2.5557 | 1.3473 | 1.1941 | 1.363 | 0.9982 |
Total Trades | 289 | 144 | 145 | 289 | 144 | 145 |
Winning Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Losing Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Profitability (%) | 51.2111 | 51.3889 | 51.0345 | 51.2111 | 51.3889 | 51.0345 |
Ratio Avg Win / Avg Loss | 1.8646 | 2.4175 | 1.2927 | 1.1376 | 1.2894 | 0.9577 |
Largest Winning Trade | 128283 | 128283 | 76908 | 15892229 | 15892229 | 12631207 |
Largest Losing Trade | -29240 | -29240 | -26976 | -8953617 | -8879525 | -8953617 |
Avg Bars in Trades | 24 | 23 | 26 | 24 | 23 | 26 |
Avg Bars in Winners | 32 | 28 | 36 | 32 | 28 | 36 |
Avg Bars in Losers | 17 | 18 | 16 | 17 | 18 | 16 |
Bars Traded | 7215 | 3370 | 3845 | 7215 | 3370 | 3845 |
Profit Streak | 0 | 26.4548 | 0 | 0 | 26.4548 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -67180 | -138629 | -235600 | 144206 | 373202 | -580536 |
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{ "first_band": { "type": "midprice", "factors": { "length": 44, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 14, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 44, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 14, "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) |
---|