Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 180081.2448 | 10675.6622 | 169405.5825 | 10556.5124 | 8387.8852 | 2168.6272 |
Total P&L (%) | 180.0812 | 10.6757 | 169.4056 | 10.5565 | 8.3879 | 2.1686 |
Avg Daily Profit (%) | 0.1728 | 0.0102 | 0.1626 | 0.0096 | 0.0077 | 0.0021 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106486 | -121123 | -76844 | -103910 | -48988 | -90151 |
Profit Factor | 1.3876 | 1.0379 | 1.9249 | 1.0471 | 1.0873 | 1.0169 |
Total Trades | 161 | 80 | 81 | 161 | 80 | 81 |
Winning Trades | 128 | 59 | 69 | 128 | 59 | 69 |
Losing Trades | 33 | 21 | 12 | 33 | 21 | 12 |
Profitability (%) | 79.5031 | 73.75 | 85.1852 | 79.5031 | 73.75 | 85.1852 |
Ratio Avg Win / Avg Loss | 0.3577 | 0.3694 | 0.3348 | 0.27 | 0.387 | 0.1769 |
Largest Winning Trade | 20786 | 20707 | 20786 | 19025 | 10346 | 19025 |
Largest Losing Trade | -76844 | -59698 | -76844 | -90151 | -30035 | -90151 |
Avg Bars in Trades | 24 | 31 | 18 | 24 | 31 | 18 |
Avg Bars in Winners | 9 | 10 | 9 | 9 | 10 | 9 |
Avg Bars in Losers | 83 | 91 | 69 | 83 | 91 | 69 |
Bars Traded | 4000 | 2529 | 1471 | 4000 | 2529 | 1471 |
Profit Streak | 41.8078 | 41.8078 | 70.5578 | 41.8078 | 41.8078 | 70.5578 |
Trades During Streak | 19 | 9 | 16 | 19 | 9 | 16 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 482059 | -518827 | 105000 | -491757 | -488872 | -564665 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 124, "offset": 0 } } }
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 124, "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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