Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -687697.519 | 153481.6586 | -841179.1777 | -3254117.3206 | -8837459.6387 | 5583342.3182 |
Total P&L (%) | -687.6975 | 153.4817 | -841.1792 | -3254.1173 | -8837.4596 | 5583.3423 |
Avg Daily Profit (%) | -0.3791 | 0.0846 | -0.4637 | 0 | 0 | 0.223 |
Buy And Hold Return (%) | 489.9103 | 489.9103 | 489.9103 | 489.9103 | 489.9103 | 489.9103 |
Max Trade Drawdown | -858823 | -123560 | -923934 | -20831144 | -15124704 | -6332433 |
Profit Factor | 0.5068 | 1.6022 | 0.2617 | 0.9122 | 0.5729 | 1.3407 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 36 | 18 | 18 | 29 | 14 | 15 |
Losing Trades | 24 | 12 | 12 | 31 | 16 | 15 |
Profitability (%) | 60 | 60 | 60 | 48.3333 | 46.6667 | 50 |
Ratio Avg Win / Avg Loss | 0.3378 | 1.0681 | 0.1745 | 0.9752 | 0.6548 | 1.3407 |
Largest Winning Trade | 77652 | 77652 | 62823 | 14002750 | 2424952 | 14002750 |
Largest Losing Trade | -502118 | -74284 | -502118 | -11931719 | -11931719 | -4765608 |
Avg Bars in Trades | 117 | 124 | 110 | 117 | 124 | 110 |
Avg Bars in Winners | 64 | 65 | 62 | 110 | 124 | 97 |
Avg Bars in Losers | 197 | 212 | 182 | 124 | 124 | 123 |
Bars Traded | 7046 | 3729 | 3317 | 7046 | 3729 | 3317 |
Profit Streak | 29.4518 | 59.9518 | 29.4518 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -751515 | -241623 | -578989 | -754925 | -582121 | 306683 |
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{ "first_band": { "type": "sma", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 44, "offset": 80 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 44, "offset": 80 } } }
# | 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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