Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 101413.7827 | 80879.7985 | 20533.9842 | 100889.9483 | 88588.6134 | 12301.3349 |
Total P&L (%) | 101.4138 | 80.8798 | 20.534 | 100.8899 | 88.5886 | 12.3013 |
Avg Daily Profit (%) | 0.1947 | 0.1553 | 0.0394 | 0.134 | 0.1219 | 0.0223 |
Buy And Hold Return (%) | 19.9224 | 19.9224 | 19.9224 | 19.9224 | 19.9224 | 19.9224 |
Max Trade Drawdown | -46341 | -43703 | -24867 | -103820 | -99941 | -44361 |
Profit Factor | 1.6944 | 2.1052 | 1.2819 | 1.3831 | 1.6148 | 1.1032 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Losing Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Profitability (%) | 55.9322 | 63.3333 | 48.2759 | 55.9322 | 63.3333 | 48.2759 |
Ratio Avg Win / Avg Loss | 1.335 | 1.2188 | 1.3734 | 1.0897 | 0.9349 | 1.182 |
Largest Winning Trade | 28697 | 28697 | 14671 | 52885 | 52885 | 25192 |
Largest Losing Trade | -40079 | -40079 | -20298 | -94789 | -94789 | -37365 |
Avg Bars in Trades | 405 | 404 | 405 | 405 | 404 | 405 |
Avg Bars in Winners | 271 | 308 | 221 | 271 | 308 | 221 |
Avg Bars in Losers | 574 | 570 | 578 | 574 | 570 | 578 |
Bars Traded | 23914 | 12148 | 11766 | 23914 | 12148 | 11766 |
Profit Streak | 17.6633 | 71.8508 | 0 | 17.6633 | 71.8508 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -170330 | 376201 | -297787 | -193535 | -29358 | -437224 |
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{ "first_band": { "type": "sma", "factors": { "length": 233, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 233, "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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