Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1287779.5594 | 1228892.8203 | 58886.7391 | 1471854.53 | 1186688.2419 | 285166.288 |
Total P&L (%) | 1287.7796 | 1228.8928 | 58.8867 | 1471.8545 | 1186.6882 | 285.1663 |
Avg Daily Profit (%) | 0.5887 | 0.5618 | 0.0269 | 0.126 | 0.1169 | 0.0617 |
Buy And Hold Return (%) | 565.5009 | 565.5009 | 565.5009 | 565.5009 | 565.5009 | 565.5009 |
Max Trade Drawdown | -158097 | -149607 | -45097 | -1681351 | -1437285 | -480219 |
Profit Factor | 3.6825 | 4.532 | 1.4457 | 1.4224 | 1.4876 | 1.2713 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 47.4227 | 43.75 | 51.0204 | 47.4227 | 43.75 | 51.0204 |
Ratio Avg Win / Avg Loss | 4.0828 | 5.8269 | 1.3878 | 1.577 | 1.9127 | 1.2205 |
Largest Winning Trade | 843841 | 843841 | 22457 | 1574574 | 1574574 | 176595 |
Largest Losing Trade | -49967 | -49967 | -13194 | -448159 | -448159 | -239487 |
Avg Bars in Trades | 128 | 233 | 24 | 128 | 233 | 24 |
Avg Bars in Winners | 172 | 348 | 24 | 172 | 348 | 24 |
Avg Bars in Losers | 88 | 144 | 24 | 88 | 144 | 24 |
Bars Traded | 12430 | 11213 | 1217 | 12430 | 11213 | 1217 |
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 | 446568 | 378192 | -321207 | -26621 | -42806 | -275942 |
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{ "first_band": { "type": "sma", "factors": { "length": 184, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 74, "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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