Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1848928.8901 | 1789196.1651 | 59732.725 | 33720762.3782 | 80697301.5459 | -46976539.1677 |
Total P&L (%) | 1848.9289 | 1789.1962 | 59.7327 | 33720.7624 | 80697.3015 | -46976.5392 |
Avg Daily Profit (%) | 0.8148 | 0.7885 | 0.0263 | 0.257 | 0.2955 | 0 |
Buy And Hold Return (%) | 9164.4562 | 9164.4562 | 9164.4562 | 9164.4562 | 9164.4562 | 9164.4562 |
Max Trade Drawdown | -206938 | -141071 | -133965 | -117676458 | -70250947 | -108771197 |
Profit Factor | 2.3021 | 3.4403 | 1.087 | 1.0535 | 1.2544 | 0.8497 |
Total Trades | 428 | 214 | 214 | 428 | 214 | 214 |
Winning Trades | 228 | 118 | 110 | 228 | 118 | 110 |
Losing Trades | 200 | 96 | 104 | 200 | 96 | 104 |
Profitability (%) | 53.271 | 55.1402 | 51.4019 | 53.271 | 55.1402 | 51.4019 |
Ratio Avg Win / Avg Loss | 2.0194 | 2.7989 | 1.0277 | 0.9242 | 1.0205 | 0.8034 |
Largest Winning Trade | 824792 | 824792 | 39472 | 55981151 | 55981151 | 15187016 |
Largest Losing Trade | -35718 | -33953 | -35718 | -30516602 | -23750398 | -30516602 |
Avg Bars in Trades | 31 | 39 | 22 | 31 | 39 | 22 |
Avg Bars in Winners | 34 | 39 | 28 | 34 | 39 | 28 |
Avg Bars in Losers | 27 | 39 | 16 | 27 | 39 | 16 |
Bars Traded | 13450 | 8529 | 4921 | 13450 | 8529 | 4921 |
Profit Streak | 9.055 | 61.2217 | 0 | 9.055 | 61.2217 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144886 | -143451 | -447316 | -153953 | 408179 | -579753 |
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{ "first_band": { "type": "sma", "factors": { "length": 44, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 76, "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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