Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1601742.7508 | 1520265.2691 | 81477.4817 | 44577034.4436 | 40408862.1564 | 4168172.2872 |
Total P&L (%) | 1601.7428 | 1520.2653 | 81.4775 | 44577.0344 | 40408.8622 | 4168.1723 |
Avg Daily Profit (%) | 0.8564 | 0.8129 | 0.0436 | 0.3268 | 0.3215 | 0.2009 |
Buy And Hold Return (%) | 8464.7999 | 8464.7999 | 8464.7999 | 8464.7999 | 8464.7999 | 8464.7999 |
Max Trade Drawdown | -128605 | -103792 | -67441 | -21632261 | -7147550 | -21464680 |
Profit Factor | 4.5872 | 8.5152 | 1.3336 | 1.7382 | 2.8733 | 1.1074 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 49.2754 | 50 | 48.5714 | 49.2754 | 50 | 48.5714 |
Ratio Avg Win / Avg Loss | 4.7221 | 8.5152 | 1.4121 | 1.7894 | 2.8733 | 1.1725 |
Largest Winning Trade | 576220 | 576220 | 68235 | 17075410 | 11341973 | 17075410 |
Largest Losing Trade | -41368 | -41368 | -30874 | -15015462 | -6616799 | -15015462 |
Avg Bars in Trades | 104 | 106 | 102 | 104 | 106 | 102 |
Avg Bars in Winners | 152 | 166 | 138 | 152 | 166 | 138 |
Avg Bars in Losers | 57 | 46 | 68 | 57 | 46 | 68 |
Bars Traded | 7194 | 3614 | 3580 | 7194 | 3614 | 3580 |
Profit Streak | 0 | 171.0638 | 0 | 0 | 171.0638 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -251629 | -143121 | -300773 | -95298 | 503234 | -260691 |
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{ "first_band": { "type": "sma", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 58, "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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