Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -953924.7814 | 68847.2372 | -1022772.0186 | -1997115.7098 | -5730108.3228 | 3732992.613 |
Total P&L (%) | -953.9248 | 68.8472 | -1022.772 | -1997.1157 | -5730.1083 | 3732.9926 |
Avg Daily Profit (%) | -0.5264 | 0.038 | -0.5644 | 0 | 0 | 0.2014 |
Buy And Hold Return (%) | 501.0444 | 501.0444 | 501.0444 | 501.0444 | 501.0444 | 501.0444 |
Max Trade Drawdown | -1038968 | -133199 | -1056742 | -21334171 | -14869627 | -6756086 |
Profit Factor | 0.3951 | 1.2581 | 0.2194 | 0.9378 | 0.6919 | 1.2764 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 41 | 23 | 18 | 32 | 16 | 16 |
Losing Trades | 22 | 9 | 13 | 31 | 16 | 15 |
Profitability (%) | 65.0794 | 71.875 | 58.0645 | 50.7937 | 50 | 51.6129 |
Ratio Avg Win / Avg Loss | 0.212 | 0.4923 | 0.1584 | 0.9085 | 0.6919 | 1.1966 |
Largest Winning Trade | 42612 | 35955 | 42612 | 6556081 | 2634055 | 6556081 |
Largest Losing Trade | -596161 | -76867 | -596161 | -13473063 | -13473063 | -5887364 |
Avg Bars in Trades | 55 | 59 | 52 | 55 | 59 | 52 |
Avg Bars in Winners | 27 | 32 | 22 | 54 | 56 | 52 |
Avg Bars in Losers | 108 | 129 | 93 | 57 | 62 | 51 |
Bars Traded | 3516 | 1904 | 1612 | 3516 | 1904 | 1612 |
Profit Streak | 17.3114 | 163.3114 | 0 | 0 | 0 | 158.3114 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -729254 | -305606 | -579772 | -731674 | -580810 | 328438 |
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{ "first_band": { "type": "sma", "factors": { "length": 15, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 74, "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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