Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1378520.7161 | 1303841.0749 | 74679.6411 | 4129204.4353 | 4934816.3308 | -805611.8956 |
Total P&L (%) | 1378.5207 | 1303.8411 | 74.6796 | 4129.2044 | 4934.8163 | -805.6119 |
Avg Daily Profit (%) | 0.6266 | 0.5927 | 0.0339 | 0.1704 | 0.1783 | 0 |
Buy And Hold Return (%) | 599.2716 | 599.2716 | 599.2716 | 599.2716 | 599.2716 | 599.2716 |
Max Trade Drawdown | -121088 | -103635 | -97334 | -2522678 | -1444539 | -1811623 |
Profit Factor | 3.5158 | 5.3576 | 1.3002 | 1.6285 | 2.3988 | 0.7352 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 40.5063 | 37.5 | 43.5897 | 40.5063 | 37.5 | 43.5897 |
Ratio Avg Win / Avg Loss | 5.1638 | 8.9294 | 1.6827 | 2.3918 | 3.998 | 0.9515 |
Largest Winning Trade | 790228 | 790228 | 65347 | 3938334 | 3938334 | 459127 |
Largest Losing Trade | -36999 | -23155 | -36999 | -1018610 | -728716 | -1018610 |
Avg Bars in Trades | 108 | 97 | 120 | 108 | 97 | 120 |
Avg Bars in Winners | 187 | 179 | 194 | 187 | 179 | 194 |
Avg Bars in Losers | 55 | 48 | 63 | 55 | 48 | 63 |
Bars Traded | 8601 | 3901 | 4700 | 8601 | 3901 | 4700 |
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 | -21465 | 320420 | -314599 | -24175 | 273208 | -583250 |
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{ "first_band": { "type": "sma", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 23, "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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