Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 556746.7269 | 567713.7723 | -10967.0454 | 67699.551 | 146445.9361 | -78746.3851 |
Total P&L (%) | 556.7467 | 567.7138 | -10.967 | 67.6996 | 146.4459 | -78.7464 |
Avg Daily Profit (%) | 0.3067 | 0.3127 | -0.006 | 0.0285 | 0.0497 | -0.0853 |
Buy And Hold Return (%) | 134.9557 | 134.9557 | 134.9557 | 134.9557 | 134.9557 | 134.9557 |
Max Trade Drawdown | -82880 | -122784 | -59453 | -226422 | -276667 | -117177 |
Profit Factor | 2.343 | 3.3575 | 0.9369 | 1.0924 | 1.3604 | 0.7589 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Profitability (%) | 45.5696 | 38.4615 | 52.5 | 45.5696 | 38.4615 | 52.5 |
Ratio Avg Win / Avg Loss | 2.7986 | 5.372 | 0.8476 | 1.3048 | 2.1767 | 0.6866 |
Largest Winning Trade | 482920 | 482920 | 55063 | 216748 | 216748 | 92085 |
Largest Losing Trade | -60794 | -60794 | -46728 | -173641 | -173641 | -117177 |
Avg Bars in Trades | 42 | 45 | 40 | 42 | 45 | 40 |
Avg Bars in Winners | 35 | 51 | 24 | 35 | 51 | 24 |
Avg Bars in Losers | 48 | 41 | 57 | 48 | 41 | 57 |
Bars Traded | 3377 | 1772 | 1605 | 3377 | 1772 | 1605 |
Profit Streak | 46.2362 | 46.2362 | 50.7362 | 46.2362 | 46.2362 | 50.7362 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -20154 | 356546 | -579011 | -470987 | -267751 | -579011 |
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{ "first_band": { "type": "sma", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 241 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 241 } } }
# | 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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