Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 411671.7335 | 343669.7894 | 68001.944 | -1143502.292 | -1078680.645 | -64821.647 |
Total P&L (%) | 411.6717 | 343.6698 | 68.0019 | -1143.5023 | -1078.6806 | -64.8216 |
Avg Daily Profit (%) | 0.2187 | 0.1825 | 0.0361 | 0 | 0 | -0.0555 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -183001 | -64061 | -217415 | -2354225 | -1456084 | -1455877 |
Profit Factor | 1.5691 | 2.344 | 1.1454 | 0.812 | 0.6285 | 0.9796 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 57 | 28 | 29 | 34 | 19 | 15 |
Losing Trades | 30 | 16 | 14 | 53 | 25 | 28 |
Profitability (%) | 65.5172 | 63.6364 | 67.4419 | 39.0805 | 43.1818 | 34.8837 |
Ratio Avg Win / Avg Loss | 0.8259 | 1.3394 | 0.553 | 1.2658 | 0.8269 | 1.8286 |
Largest Winning Trade | 98588 | 98588 | 50989 | 1013191 | 308646 | 1013191 |
Largest Losing Trade | -162057 | -43797 | -162057 | -467953 | -467953 | -284116 |
Avg Bars in Trades | 83 | 82 | 84 | 83 | 82 | 84 |
Avg Bars in Winners | 62 | 61 | 63 | 110 | 110 | 110 |
Avg Bars in Losers | 124 | 120 | 128 | 67 | 62 | 71 |
Bars Traded | 7301 | 3651 | 3650 | 7301 | 3651 | 3650 |
Profit Streak | 55.8706 | 85.6206 | 55.8706 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 423569 | 490030 | -204147 | -583125 | -583371 | -583827 |
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{ "first_band": { "type": "sma", "factors": { "length": 176, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 187, "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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