Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1415172.8255 | 1403016.5156 | 12156.3099 | 946574.1846 | 1454606.3604 | -508032.1757 |
Total P&L (%) | 1415.1728 | 1403.0165 | 12.1563 | 946.5742 | 1454.6064 | -508.0322 |
Avg Daily Profit (%) | 0.776 | 0.7693 | 0.0067 | 0.1288 | 0.1506 | 0 |
Buy And Hold Return (%) | 871.961 | 871.961 | 871.961 | 871.961 | 871.961 | 871.961 |
Max Trade Drawdown | -172499 | -156812 | -103370 | -5740413 | -5548102 | -1654050 |
Profit Factor | 3.1156 | 4.3163 | 1.0494 | 1.0716 | 1.1628 | 0.8815 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Profitability (%) | 47.8723 | 48.9362 | 46.8085 | 47.8723 | 48.9362 | 46.8085 |
Ratio Avg Win / Avg Loss | 3.3925 | 4.504 | 1.1926 | 1.1668 | 1.2133 | 1.0017 |
Largest Winning Trade | 995818 | 995818 | 47864 | 3187101 | 3187101 | 1423238 |
Largest Losing Trade | -44286 | -44286 | -37085 | -1852914 | -1852914 | -857700 |
Avg Bars in Trades | 56 | 85 | 26 | 56 | 85 | 26 |
Avg Bars in Winners | 74 | 115 | 32 | 74 | 115 | 32 |
Avg Bars in Losers | 39 | 56 | 22 | 39 | 56 | 22 |
Bars Traded | 5271 | 4011 | 1259 | 5271 | 4011 | 1259 |
Profit Streak | 0 | 89.2597 | 0 | 0 | 89.2597 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321653 | 422318 | -516716 | -302116 | -41928 | -579993 |
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{ "first_band": { "type": "sma", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 154, "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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