Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4423896.9252 | 4465438.1988 | -41541.2737 | -176409.1108 | -156647.21 | -19761.9008 |
Total P&L (%) | 4423.8969 | 4465.4382 | -41.5413 | -176.4091 | -156.6472 | -19.7619 |
Avg Daily Profit (%) | 1.8682 | 1.8857 | -0.0175 | 0 | 0 | -0.0093 |
Buy And Hold Return (%) | 493.6549 | 493.6549 | 493.6549 | 493.6549 | 493.6549 | 493.6549 |
Max Trade Drawdown | -152104 | -122598 | -176273 | -281180 | -238813 | -107244 |
Profit Factor | 8.6826 | 17.3038 | 0.8624 | 0.7328 | 0.596 | 0.9274 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 28 | 12 | 16 | 33 | 19 | 14 |
Losing Trades | 37 | 21 | 16 | 32 | 14 | 18 |
Profitability (%) | 43.0769 | 36.3636 | 50 | 50.7692 | 57.5758 | 43.75 |
Ratio Avg Win / Avg Loss | 11.4735 | 30.2816 | 0.8624 | 0.7105 | 0.4392 | 1.1924 |
Largest Winning Trade | 4561491 | 4561491 | 51575 | 48281 | 34667 | 48281 |
Largest Losing Trade | -107402 | -38620 | -107402 | -183096 | -183096 | -61538 |
Avg Bars in Trades | 69 | 59 | 79 | 69 | 59 | 79 |
Avg Bars in Winners | 114 | 117 | 112 | 37 | 20 | 59 |
Avg Bars in Losers | 34 | 25 | 46 | 101 | 111 | 94 |
Bars Traded | 4496 | 1958 | 2538 | 4496 | 1958 | 2538 |
Profit Streak | 0 | 0 | 0 | 25.0343 | 25.0343 | 38.5343 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -116348 | 623119 | -580810 | -715653 | -579277 | -581028 |
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{ "first_band": { "type": "sma", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "hilo", "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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