Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1086809.9135 | 876648.6984 | 210161.2151 | 7358260.1348 | -626201.7966 | 7984461.9314 |
Total P&L (%) | 1086.8099 | 876.6487 | 210.1612 | 7358.2601 | -626.2018 | 7984.4619 |
Avg Daily Profit (%) | 0.5602 | 0.4518 | 0.1083 | 0.2225 | 0 | 0.2267 |
Buy And Hold Return (%) | 14.1951 | 14.1951 | 14.1951 | 14.1951 | 14.1951 | 14.1951 |
Max Trade Drawdown | -78127 | -96215 | -46809 | -8376531 | -4112748 | -6348059 |
Profit Factor | 2.878 | 3.8319 | 1.7808 | 1.2488 | 0.96 | 1.5741 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 47 | 17 | 30 | 47 | 17 | 30 |
Losing Trades | 66 | 40 | 26 | 66 | 40 | 26 |
Profitability (%) | 41.5929 | 29.8246 | 53.5714 | 41.5929 | 29.8246 | 53.5714 |
Ratio Avg Win / Avg Loss | 4.0414 | 9.0163 | 1.5434 | 1.7536 | 2.2589 | 1.3642 |
Largest Winning Trade | 619229 | 619229 | 52069 | 4237992 | 4237992 | 3902560 |
Largest Losing Trade | -43925 | -19252 | -43925 | -4225839 | -1480435 | -4225839 |
Avg Bars in Trades | 100 | 90 | 111 | 100 | 90 | 111 |
Avg Bars in Winners | 168 | 175 | 164 | 168 | 175 | 164 |
Avg Bars in Losers | 52 | 54 | 50 | 52 | 54 | 50 |
Bars Traded | 11389 | 5153 | 6236 | 11389 | 5153 | 6236 |
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 | 491089 | -171755 | -224593 | 221142 | -766884 | -169568 |
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{ "first_band": { "type": "sma", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 34, "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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