Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 571219.8131 | 383004.154 | 188215.6591 | 1643926.3687 | 618302.96 | 1025623.4087 |
Total P&L (%) | 571.2198 | 383.0042 | 188.2157 | 1643.9264 | 618.303 | 1025.6234 |
Avg Daily Profit (%) | 0.3277 | 0.2197 | 0.108 | 0.1641 | 0.1132 | 0.139 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58459 | -66102 | -59527 | -1101001 | -652744 | -585762 |
Profit Factor | 2.2736 | 2.8054 | 1.7963 | 1.4262 | 1.3251 | 1.5245 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 48 | 19 | 29 | 48 | 19 | 29 |
Losing Trades | 78 | 44 | 34 | 78 | 44 | 34 |
Profitability (%) | 38.0952 | 30.1587 | 46.0317 | 38.0952 | 30.1587 | 46.0317 |
Ratio Avg Win / Avg Loss | 3.6946 | 6.4967 | 2.106 | 2.3175 | 3.0686 | 1.7874 |
Largest Winning Trade | 225969 | 225969 | 69104 | 901479 | 500530 | 901479 |
Largest Losing Trade | -26131 | -16840 | -26131 | -287437 | -263325 | -287437 |
Avg Bars in Trades | 40 | 31 | 49 | 40 | 31 | 49 |
Avg Bars in Winners | 76 | 67 | 81 | 76 | 67 | 81 |
Avg Bars in Losers | 18 | 16 | 21 | 18 | 16 | 21 |
Bars Traded | 5100 | 2005 | 3095 | 5100 | 2005 | 3095 |
Profit Streak | 0 | 0 | 39.3825 | 0 | 0 | 39.3825 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329814 | -141530 | -192243 | 194455 | -194828 | -151331 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 109 } }, "second_band": { "type": "sma", "factors": { "length": 3, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 109 } }, "second_band": { "type": "sma", "factors": { "length": 3, "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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