Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 97957.6502 | 45145.3311 | 52812.319 | 98684.5983 | 59984.3674 | 38700.2309 |
Total P&L (%) | 97.9577 | 45.1453 | 52.8123 | 98.6846 | 59.9844 | 38.7002 |
Avg Daily Profit (%) | 0.3762 | 0.1734 | 0.2028 | 0.264 | 0.1806 | 0.1257 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70752 | -68105 | -24261 | -56219 | -51489 | -21725 |
Profit Factor | 1.3324 | 1.2997 | 1.3667 | 1.3572 | 1.4423 | 1.2752 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 70 | 34 | 36 | 70 | 34 | 36 |
Losing Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Profitability (%) | 44.586 | 43.5897 | 45.5696 | 44.586 | 43.5897 | 45.5696 |
Ratio Avg Win / Avg Loss | 1.656 | 1.6819 | 1.6324 | 1.6868 | 1.8665 | 1.5232 |
Largest Winning Trade | 32079 | 32079 | 16720 | 25648 | 25648 | 20658 |
Largest Losing Trade | -11532 | -11367 | -11532 | -16073 | -9515 | -16073 |
Avg Bars in Trades | 155 | 164 | 146 | 155 | 164 | 146 |
Avg Bars in Winners | 213 | 222 | 205 | 213 | 222 | 205 |
Avg Bars in Losers | 108 | 120 | 97 | 108 | 120 | 97 |
Bars Traded | 24438 | 12857 | 11581 | 24438 | 12857 | 11581 |
Profit Streak | 6.0712 | 10.6545 | 6.0712 | 6.0712 | 10.6545 | 6.0712 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324372 | -30428 | -21278 | 295314 | -28397 | -55879 |
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{ "first_band": { "type": "sma", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 93, "offset": 0 } } }
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# | 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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