Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1536826.3266 | 1426389.0596 | 110437.2671 | 10881089.1054 | 6755858.2848 | 4125230.8207 |
Total P&L (%) | 1536.8263 | 1426.3891 | 110.4373 | 10881.0891 | 6755.8583 | 4125.2308 |
Avg Daily Profit (%) | 0.8463 | 0.7855 | 0.0608 | 0.2591 | 0.2331 | 0.2064 |
Buy And Hold Return (%) | 608.6556 | 608.6556 | 608.6556 | 608.6556 | 608.6556 | 608.6556 |
Max Trade Drawdown | -120626 | -67809 | -77754 | -11937198 | -10034878 | -8399879 |
Profit Factor | 3.2211 | 5.1091 | 1.3203 | 1.2318 | 1.277 | 1.1829 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 52 | 22 | 30 | 52 | 22 | 30 |
Losing Trades | 110 | 59 | 51 | 110 | 59 | 51 |
Profitability (%) | 32.0988 | 27.1605 | 37.037 | 32.0988 | 27.1605 | 37.037 |
Ratio Avg Win / Avg Loss | 6.8138 | 13.7016 | 2.2445 | 2.6057 | 3.4246 | 2.0109 |
Largest Winning Trade | 835607 | 835607 | 76396 | 8662375 | 8662375 | 5145131 |
Largest Losing Trade | -23822 | -23822 | -16836 | -2517967 | -2517967 | -2072914 |
Avg Bars in Trades | 22 | 20 | 23 | 22 | 20 | 23 |
Avg Bars in Winners | 48 | 50 | 47 | 48 | 50 | 47 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 3573 | 1668 | 1904 | 3573 | 1668 | 1904 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359797 | -15655 | -292902 | 125481 | -22598 | -27001 |
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{ "first_band": { "type": "sma", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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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