Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1030676.4906 | 1095110.6278 | -64434.1372 | -20614.0336 | 454650.0255 | -475264.059 |
Total P&L (%) | 1030.6765 | 1095.1106 | -64.4341 | -20.614 | 454.65 | -475.2641 |
Avg Daily Profit (%) | 0.4729 | 0.5025 | -0.0296 | -0.0106 | 0.0786 | 0 |
Buy And Hold Return (%) | 344.2037 | 344.2037 | 344.2037 | 344.2037 | 344.2037 | 344.2037 |
Max Trade Drawdown | -110417 | -97577 | -110116 | -431253 | -235293 | -539784 |
Profit Factor | 2.399 | 4.4217 | 0.8454 | 0.9869 | 1.8623 | 0.5479 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 37.8788 | 33.3333 | 42.4242 | 37.8788 | 33.3333 | 42.4242 |
Ratio Avg Win / Avg Loss | 3.9343 | 8.8434 | 1.1473 | 1.6186 | 3.7246 | 0.7435 |
Largest Winning Trade | 797871 | 797871 | 63785 | 340375 | 340375 | 118570 |
Largest Losing Trade | -71168 | -56674 | -71168 | -347623 | -57819 | -347623 |
Avg Bars in Trades | 62 | 68 | 56 | 62 | 68 | 56 |
Avg Bars in Winners | 105 | 133 | 82 | 105 | 133 | 82 |
Avg Bars in Losers | 37 | 36 | 37 | 37 | 36 | 37 |
Bars Traded | 4150 | 2274 | 1876 | 4150 | 2274 | 1876 |
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 | -121667 | 307357 | -582082 | -711491 | -156881 | -583748 |
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{ "first_band": { "type": "sma", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 153, "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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