Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1470290.4355 | 1472201.4896 | -1911.0541 | 150837.9768 | 442528.0784 | -291690.1016 |
Total P&L (%) | 1470.2904 | 1472.2015 | -1.9111 | 150.838 | 442.5281 | -291.6901 |
Avg Daily Profit (%) | 0.6322 | 0.633 | -0.0008 | 0.0396 | 0.0727 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120042 | -122045 | -121095 | -979041 | -635426 | -595732 |
Profit Factor | 3.5251 | 6.4805 | 0.9939 | 1.0708 | 1.4519 | 0.7469 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 40 | 36.3636 | 43.75 | 40 | 36.3636 | 43.75 |
Ratio Avg Win / Avg Loss | 5.2877 | 11.3408 | 1.2779 | 1.6061 | 2.5408 | 0.9603 |
Largest Winning Trade | 1382745 | 1382745 | 77652 | 695397 | 695397 | 284882 |
Largest Losing Trade | -69181 | -37462 | -69181 | -385776 | -202944 | -385776 |
Avg Bars in Trades | 97 | 74 | 121 | 97 | 74 | 121 |
Avg Bars in Winners | 174 | 143 | 200 | 174 | 143 | 200 |
Avg Bars in Losers | 46 | 35 | 59 | 46 | 35 | 59 |
Bars Traded | 6351 | 2470 | 3881 | 6351 | 2470 | 3881 |
Profit Streak | 27.1574 | 43.8241 | 0 | 27.1574 | 43.8241 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -121180 | 557741 | -581574 | -421279 | -98470 | -583240 |
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{ "first_band": { "type": "sma", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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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