Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 675681.5 | 516013.0527 | 159668.4473 | 948043.7598 | 7768514.5382 | -6820470.7783 |
Total P&L (%) | 675.6815 | 516.0131 | 159.6684 | 948.0438 | 7768.5145 | -6820.4708 |
Avg Daily Profit (%) | 0.3786 | 0.2892 | 0.0895 | 0.1317 | 0.2449 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139960 | -99917 | -171591 | -16592175 | -2113852 | -15758143 |
Profit Factor | 1.6513 | 2.2465 | 1.2561 | 1.0222 | 1.6993 | 0.7841 |
Total Trades | 247 | 123 | 124 | 247 | 123 | 124 |
Winning Trades | 144 | 71 | 73 | 144 | 71 | 73 |
Losing Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Profitability (%) | 58.2996 | 57.7236 | 58.871 | 58.2996 | 57.7236 | 58.871 |
Ratio Avg Win / Avg Loss | 1.1811 | 1.6453 | 0.8776 | 0.7312 | 1.2446 | 0.5478 |
Largest Winning Trade | 135621 | 135621 | 69981 | 5243622 | 2788207 | 5243622 |
Largest Losing Trade | -68734 | -30556 | -68734 | -11066009 | -1867554 | -11066009 |
Avg Bars in Trades | 13 | 11 | 16 | 13 | 11 | 16 |
Avg Bars in Winners | 13 | 9 | 18 | 13 | 9 | 18 |
Avg Bars in Losers | 14 | 14 | 13 | 14 | 14 | 13 |
Bars Traded | 3434 | 1412 | 2021 | 3434 | 1412 | 2021 |
Profit Streak | 30.4794 | 33.9794 | 30.4794 | 30.4794 | 33.9794 | 30.4794 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 548224 | 544351 | -73614 | -210851 | 452725 | -579035 |
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{ "first_band": { "type": "sma", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 33 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 33 } } }
# | 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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