Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1090854.2857 | 945539.9839 | 145314.3018 | 1301262.7976 | 1410282.9334 | -109020.1359 |
Total P&L (%) | 1090.8543 | 945.54 | 145.3143 | 1301.2628 | 1410.2829 | -109.0201 |
Avg Daily Profit (%) | 0.47 | 0.4074 | 0.0626 | 0.1138 | 0.117 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -184263 | -137369 | -197966 | -9068414 | -6935704 | -2620666 |
Profit Factor | 1.6921 | 2.1507 | 1.1926 | 1.0438 | 1.0857 | 0.9918 |
Total Trades | 386 | 193 | 193 | 386 | 193 | 193 |
Winning Trades | 130 | 59 | 71 | 130 | 59 | 71 |
Losing Trades | 256 | 134 | 122 | 256 | 134 | 122 |
Profitability (%) | 33.6788 | 30.5699 | 36.7876 | 33.6788 | 30.5699 | 36.7876 |
Ratio Avg Win / Avg Loss | 3.3322 | 4.8847 | 2.0493 | 2.0554 | 2.4659 | 1.7042 |
Largest Winning Trade | 499829 | 499829 | 58444 | 5081871 | 5081871 | 1294511 |
Largest Losing Trade | -32275 | -32275 | -30297 | -1382610 | -1382610 | -714110 |
Avg Bars in Trades | 11 | 10 | 12 | 11 | 10 | 12 |
Avg Bars in Winners | 24 | 23 | 26 | 24 | 23 | 26 |
Avg Bars in Losers | 5 | 5 | 5 | 5 | 5 | 5 |
Bars Traded | 4593 | 2110 | 2483 | 4593 | 2110 | 2483 |
Profit Streak | 18.1843 | 0 | 20.1843 | 18.1843 | 0 | 20.1843 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 362296 | 254806 | -120694 | -215397 | -168271 | -581850 |
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{ "first_band": { "type": "sma", "factors": { "length": 24, "offset": 0 } }, "second_band": { "type": "hl2", "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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