Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 44740.7665 | 27890.6738 | 16850.0927 | 33193.6102 | 32030.7696 | 1162.8406 |
Total P&L (%) | 44.7408 | 27.8907 | 16.8501 | 33.1936 | 32.0308 | 1.1628 |
Avg Daily Profit (%) | 0.3221 | 0.2008 | 0.1213 | 0.2066 | 0.2002 | 0.0083 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39411 | -37479 | -28653 | -41062 | -37093 | -33460 |
Profit Factor | 1.3 | 1.4078 | 1.2086 | 1.2078 | 1.4903 | 1.0123 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 94 | 45 | 49 | 94 | 45 | 49 |
Losing Trades | 24 | 14 | 10 | 24 | 14 | 10 |
Profitability (%) | 79.661 | 76.2712 | 83.0508 | 79.661 | 76.2712 | 83.0508 |
Ratio Avg Win / Avg Loss | 0.3319 | 0.438 | 0.2467 | 0.3084 | 0.4637 | 0.2066 |
Largest Winning Trade | 8496 | 6257 | 8496 | 7586 | 7498 | 7586 |
Largest Losing Trade | -26113 | -20556 | -26113 | -29367 | -19262 | -29367 |
Avg Bars in Trades | 110 | 117 | 102 | 110 | 117 | 102 |
Avg Bars in Winners | 60 | 58 | 62 | 60 | 58 | 62 |
Avg Bars in Losers | 304 | 307 | 300 | 304 | 307 | 300 |
Bars Traded | 13002 | 6955 | 6047 | 13002 | 6955 | 6047 |
Profit Streak | 124.216 | 124.216 | 137.0701 | 124.216 | 124.216 | 137.0701 |
Trades During Streak | 2 | 1 | 6 | 2 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320186 | -171084 | -215028 | 227407 | -170217 | -728963 |
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{ "first_band": { "type": "sma", "factors": { "length": 18, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 165, "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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