Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1312008.0679 | 1335210.9296 | -23202.8617 | 481030.8257 | 1238698.002 | -757667.1763 |
Total P&L (%) | 1312.0081 | 1335.2109 | -23.2029 | 481.0308 | 1238.698 | -757.6672 |
Avg Daily Profit (%) | 0.7193 | 0.732 | -0.0127 | 0.0965 | 0.1423 | 0 |
Buy And Hold Return (%) | 811.828 | 811.828 | 811.828 | 811.828 | 811.828 | 811.828 |
Max Trade Drawdown | -198744 | -120853 | -104696 | -3204644 | -1670914 | -1842072 |
Profit Factor | 3.1108 | 4.8161 | 0.9146 | 1.0648 | 1.3088 | 0.778 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 43.0233 | 41.8605 | 44.186 | 43.0233 | 41.8605 | 44.186 |
Ratio Avg Win / Avg Loss | 4.1197 | 6.689 | 1.1553 | 1.4101 | 1.8178 | 0.9828 |
Largest Winning Trade | 894508 | 894508 | 69158 | 1541959 | 1541959 | 856317 |
Largest Losing Trade | -42472 | -42472 | -39301 | -1121891 | -1015605 | -1121891 |
Avg Bars in Trades | 58 | 79 | 38 | 58 | 79 | 38 |
Avg Bars in Winners | 79 | 116 | 44 | 79 | 116 | 44 |
Avg Bars in Losers | 43 | 53 | 32 | 43 | 53 | 32 |
Bars Traded | 5066 | 3432 | 1634 | 5066 | 3432 | 1634 |
Profit Streak | 0 | 89.1519 | 0 | 0 | 89.1519 | 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 | 233587 | 303535 | -581321 | -381637 | -13971 | -582988 |
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{ "first_band": { "type": "sma", "factors": { "length": 206, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 172, "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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