Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 539919.9567 | 446377.8663 | 93542.0904 | 692149.1259 | 226896.2288 | 465252.8972 |
Total P&L (%) | 539.92 | 446.3779 | 93.5421 | 692.1491 | 226.8962 | 465.2529 |
Avg Daily Profit (%) | 0.2889 | 0.2388 | 0.05 | 0.1108 | 0.0634 | 0.0927 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93494 | -50583 | -79057 | -568976 | -439885 | -251922 |
Profit Factor | 2.3728 | 3.2594 | 1.4779 | 1.3316 | 1.1967 | 1.4984 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Profitability (%) | 43.662 | 36.1111 | 51.4286 | 43.662 | 36.1111 | 51.4286 |
Ratio Avg Win / Avg Loss | 3.0616 | 5.7666 | 1.3958 | 1.7182 | 2.1172 | 1.4151 |
Largest Winning Trade | 348369 | 348369 | 62720 | 396163 | 336362 | 396163 |
Largest Losing Trade | -42332 | -33701 | -42332 | -232968 | -160431 | -232968 |
Avg Bars in Trades | 50 | 38 | 63 | 50 | 38 | 63 |
Avg Bars in Winners | 82 | 68 | 91 | 82 | 68 | 91 |
Avg Bars in Losers | 26 | 20 | 33 | 26 | 20 | 33 |
Bars Traded | 3589 | 1370 | 2219 | 3589 | 1370 | 2219 |
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 | -80425 | 316087 | -124727 | -137019 | -116750 | -67710 |
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{ "first_band": { "type": "sma", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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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