Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1740853.9411 | 1625016.1641 | 115837.7771 | 572742.5133 | 5133204.242 | -4560461.7286 |
Total P&L (%) | 1740.8539 | 1625.0162 | 115.8378 | 572.7425 | 5133.2042 | -4560.4617 |
Avg Daily Profit (%) | 0.7497 | 0.6998 | 0.0499 | 0.0821 | 0.1706 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98772 | -72411 | -111174 | -11735728 | -5641906 | -14116559 |
Profit Factor | 3.2894 | 5.9975 | 1.2662 | 1.0148 | 1.3646 | 0.8155 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
Profitability (%) | 48.5437 | 44.2308 | 52.9412 | 48.5437 | 44.2308 | 52.9412 |
Ratio Avg Win / Avg Loss | 3.4868 | 7.5621 | 1.1255 | 1.0756 | 1.7205 | 0.7249 |
Largest Winning Trade | 1305149 | 1305149 | 80673 | 3601614 | 3336147 | 3601614 |
Largest Losing Trade | -89372 | -43798 | -89372 | -7466737 | -2987256 | -7466737 |
Avg Bars in Trades | 86 | 79 | 94 | 86 | 79 | 94 |
Avg Bars in Winners | 114 | 109 | 118 | 114 | 109 | 118 |
Avg Bars in Losers | 60 | 55 | 67 | 60 | 55 | 67 |
Bars Traded | 8930 | 4122 | 4808 | 8930 | 4122 | 4808 |
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 | 674371 | -161462 | -306087 | -287469 | -172923 | -760452 |
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{ "first_band": { "type": "sma", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 118, "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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