Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1071729.2736 | 886514.2447 | 185215.0288 | 24978207.7251 | 9182229.4175 | 15795978.3076 |
Total P&L (%) | 1071.7293 | 886.5142 | 185.215 | 24978.2077 | 9182.2294 | 15795.9783 |
Avg Daily Profit (%) | 0.5803 | 0.48 | 0.1003 | 0.2996 | 0.2456 | 0.2748 |
Buy And Hold Return (%) | 175.6322 | 175.6322 | 175.6322 | 175.6322 | 175.6322 | 175.6322 |
Max Trade Drawdown | -57087 | -56153 | -67556 | -14283793 | -16252722 | -11584465 |
Profit Factor | 3.1988 | 4.6605 | 1.7553 | 1.503 | 1.3287 | 1.727 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Losing Trades | 83 | 40 | 43 | 83 | 40 | 43 |
Profitability (%) | 31.405 | 34.4262 | 28.3333 | 31.405 | 34.4262 | 28.3333 |
Ratio Avg Win / Avg Loss | 6.9869 | 8.8772 | 4.4398 | 3.2828 | 2.5309 | 4.3683 |
Largest Winning Trade | 378725 | 378725 | 71984 | 14409581 | 9406026 | 14409581 |
Largest Losing Trade | -22210 | -22210 | -19897 | -7646572 | -7646572 | -3869563 |
Avg Bars in Trades | 29 | 27 | 31 | 29 | 27 | 31 |
Avg Bars in Winners | 72 | 63 | 84 | 72 | 63 | 84 |
Avg Bars in Losers | 10 | 9 | 11 | 10 | 9 | 11 |
Bars Traded | 3614 | 1706 | 1908 | 3614 | 1706 | 1908 |
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 | 366133 | -151061 | -389157 | 168890 | -157938 | -172631 |
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{ "first_band": { "type": "sma", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "ohlc4", "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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