Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1981937.9658 | 1770302.3036 | 211635.6622 | 10792366.1761 | 2763331.7112 | 8029034.465 |
Total P&L (%) | 1981.938 | 1770.3023 | 211.6357 | 10792.3662 | 2763.3317 | 8029.0345 |
Avg Daily Profit (%) | 0.8569 | 0.7654 | 0.0915 | 0.203 | 0.1451 | 0.1903 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104015 | -77443 | -105684 | -6502277 | -5408766 | -3779577 |
Profit Factor | 4.1816 | 6.2102 | 1.7474 | 1.3848 | 1.1551 | 1.785 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 49 | 21 | 28 | 49 | 21 | 28 |
Losing Trades | 58 | 33 | 25 | 58 | 33 | 25 |
Profitability (%) | 45.7944 | 38.8889 | 52.8302 | 45.7944 | 38.8889 | 52.8302 |
Ratio Avg Win / Avg Loss | 4.9496 | 9.7589 | 1.5602 | 1.6392 | 1.8152 | 1.5938 |
Largest Winning Trade | 1386213 | 1386213 | 80699 | 3952760 | 3952760 | 3610507 |
Largest Losing Trade | -76067 | -30454 | -76067 | -2365837 | -2365837 | -1331510 |
Avg Bars in Trades | 62 | 50 | 75 | 62 | 50 | 75 |
Avg Bars in Winners | 99 | 86 | 109 | 99 | 86 | 109 |
Avg Bars in Losers | 31 | 27 | 37 | 31 | 27 | 37 |
Bars Traded | 6709 | 2712 | 3997 | 6709 | 2712 | 3997 |
Profit Streak | 0 | 0 | 49.176 | 0 | 0 | 49.176 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 686128 | -162978 | -245699 | 303329 | -232055 | -166862 |
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{ "first_band": { "type": "sma", "factors": { "length": 115, "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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