Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 27373.2391 | -18101.7635 | 45475.0026 | 18526.3537 | -24680.1089 | 43206.4625 |
Total P&L (%) | 27.3732 | -18.1018 | 45.475 | 18.5264 | -24.6801 | 43.2065 |
Avg Daily Profit (%) | 0.1051 | -0.0695 | 0.1746 | 0.0653 | -0.1088 | 0.138 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -21930 | -21179 | -13208 | -23050 | -27468 | -16323 |
Profit Factor | 1.2118 | 0.7922 | 2.0794 | 1.1292 | 0.7465 | 1.9382 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Losing Trades | 27 | 16 | 11 | 27 | 16 | 11 |
Profitability (%) | 63.5135 | 56.7568 | 70.2703 | 63.5135 | 56.7568 | 70.2703 |
Ratio Avg Win / Avg Loss | 0.6962 | 0.6036 | 0.8798 | 0.6487 | 0.5687 | 0.82 |
Largest Winning Trade | 10088 | 9065 | 10088 | 9770 | 8547 | 9770 |
Largest Losing Trade | -17582 | -17582 | -12359 | -18882 | -18882 | -12363 |
Avg Bars in Trades | 316 | 362 | 269 | 316 | 362 | 269 |
Avg Bars in Winners | 202 | 179 | 221 | 202 | 179 | 221 |
Avg Bars in Losers | 514 | 603 | 384 | 514 | 603 | 384 |
Bars Traded | 23403 | 13421 | 9982 | 23403 | 13421 | 9982 |
Profit Streak | 6.6161 | 6.6161 | 21.0536 | 6.6161 | 6.6161 | 21.0536 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -125103 | -580603 | 328900 | -260688 | -580603 | -7556 |
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{ "first_band": { "type": "sma", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 171, "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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