Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1701713.9771 | 1636350.1957 | 65363.7813 | 3488207.2265 | 4496410.1391 | -1008202.9125 |
Total P&L (%) | 1701.714 | 1636.3502 | 65.3638 | 3488.2072 | 4496.4101 | -1008.2029 |
Avg Daily Profit (%) | 0.9357 | 0.8998 | 0.0359 | 0.1971 | 0.2107 | 0 |
Buy And Hold Return (%) | 715.6 | 715.6 | 715.6 | 715.6 | 715.6 | 715.6 |
Max Trade Drawdown | -172853 | -133421 | -91491 | -7135375 | -5578257 | -4941168 |
Profit Factor | 4.2252 | 7.2629 | 1.2454 | 1.178 | 1.4972 | 0.9045 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 50 | 47.0588 | 52.9412 | 50 | 47.0588 | 52.9412 |
Ratio Avg Win / Avg Loss | 4.2252 | 8.1707 | 1.107 | 1.178 | 1.6844 | 0.804 |
Largest Winning Trade | 1073812 | 1073812 | 68136 | 4604116 | 4604116 | 3097937 |
Largest Losing Trade | -43149 | -43149 | -42356 | -2609124 | -2609124 | -1969512 |
Avg Bars in Trades | 74 | 94 | 54 | 74 | 94 | 54 |
Avg Bars in Winners | 91 | 124 | 62 | 91 | 124 | 62 |
Avg Bars in Losers | 57 | 68 | 45 | 57 | 68 | 45 |
Bars Traded | 5064 | 3223 | 1841 | 5064 | 3223 | 1841 |
Profit Streak | 0 | 83.7574 | 0 | 0 | 83.7574 | 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 | -97358 | 583207 | -310549 | -131646 | 340159 | -580413 |
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{ "first_band": { "type": "sma", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 165, "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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