Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 331745.7945 | 208070.8332 | 123674.9613 | -8352.3459 | -123797.9813 | 115445.6353 |
Total P&L (%) | 331.7458 | 208.0708 | 123.675 | -8.3523 | -123.798 | 115.4456 |
Avg Daily Profit (%) | 0.1837 | 0.1152 | 0.0685 | -0.0048 | 0 | 0.0425 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -236515 | -146558 | -139971 | -1458639 | -614542 | -1043126 |
Profit Factor | 1.5026 | 1.6922 | 1.3441 | 0.9968 | 0.8582 | 1.0669 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 62 | 25 | 37 | 62 | 25 | 37 |
Losing Trades | 66 | 39 | 27 | 66 | 39 | 27 |
Profitability (%) | 48.4375 | 39.0625 | 57.8125 | 48.4375 | 39.0625 | 57.8125 |
Ratio Avg Win / Avg Loss | 1.5996 | 2.6398 | 0.9808 | 1.0611 | 1.3388 | 0.7786 |
Largest Winning Trade | 179948 | 179948 | 71685 | 471658 | 256548 | 471658 |
Largest Losing Trade | -72887 | -34522 | -72887 | -908955 | -224444 | -908955 |
Avg Bars in Trades | 27 | 19 | 35 | 27 | 19 | 35 |
Avg Bars in Winners | 36 | 27 | 41 | 36 | 27 | 41 |
Avg Bars in Losers | 19 | 14 | 27 | 19 | 14 | 27 |
Bars Traded | 3532 | 1246 | 2286 | 3532 | 1246 | 2286 |
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 | 357294 | -179376 | -240955 | -579101 | -722545 | -422875 |
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{ "first_band": { "type": "sma", "factors": { "length": 54, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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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