Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1469739.8528 | -132500.2306 | -1337239.6222 | -25063.3106 | -3319974.9838 | 3294911.6732 |
Total P&L (%) | -1469.7399 | -132.5002 | -1337.2396 | -25.0633 | -3319.975 | 3294.9117 |
Avg Daily Profit (%) | -0.7837 | -0.0706 | -0.713 | -0.0154 | 0 | 0.1881 |
Buy And Hold Return (%) | 331.27 | 331.27 | 331.27 | 331.27 | 331.27 | 331.27 |
Max Trade Drawdown | -1520025 | -196802 | -1350788 | -4849469 | -4314798 | -1521442 |
Profit Factor | 0.2055 | 0.5645 | 0.1348 | 0.997 | 0.3861 | 2.0971 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 47 | 19 | 28 | 47 | 20 | 27 |
Losing Trades | 26 | 17 | 9 | 26 | 16 | 10 |
Profitability (%) | 64.3836 | 52.7778 | 75.6757 | 64.3836 | 55.5556 | 72.973 |
Ratio Avg Win / Avg Loss | 0.1137 | 0.5051 | 0.0433 | 0.5515 | 0.3089 | 0.7767 |
Largest Winning Trade | 19887 | 19887 | 18887 | 3167931 | 361696 | 3167931 |
Largest Losing Trade | -1020392 | -59506 | -1020392 | -2919079 | -2919079 | -1227102 |
Avg Bars in Trades | 97 | 114 | 80 | 97 | 114 | 80 |
Avg Bars in Winners | 35 | 35 | 36 | 50 | 50 | 51 |
Avg Bars in Losers | 209 | 204 | 219 | 181 | 196 | 159 |
Bars Traded | 7124 | 4138 | 2986 | 7124 | 4138 | 2986 |
Profit Streak | 78.2668 | 78.2668 | 120.7668 | 78.2668 | 78.2668 | 120.7668 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -653448 | -579456 | -576092 | -653448 | -579096 | 485321 |
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{ "first_band": { "type": "sma", "factors": { "length": 9, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 195, "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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