Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 241032.0703 | 314100.2895 | -73068.2192 | -81067.312 | 48088.1458 | -129155.4577 |
Total P&L (%) | 241.0321 | 314.1003 | -73.0682 | -81.0673 | 48.0881 | -129.1555 |
Avg Daily Profit (%) | 0.131 | 0.1707 | -0.0397 | -0.0904 | 0.0213 | 0 |
Buy And Hold Return (%) | 93.484 | 93.484 | 93.484 | 93.484 | 93.484 | 93.484 |
Max Trade Drawdown | -139431 | -71951 | -116728 | -72951 | -31129 | -64518 |
Profit Factor | 1.42 | 2.4271 | 0.7935 | 0.6722 | 1.7254 | 0.2866 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Profitability (%) | 46.1538 | 50 | 42.4242 | 46.1538 | 50 | 42.4242 |
Ratio Avg Win / Avg Loss | 1.6566 | 2.4271 | 1.0769 | 0.7843 | 1.7254 | 0.3889 |
Largest Winning Trade | 223895 | 223895 | 42862 | 55667 | 55667 | 9917 |
Largest Losing Trade | -80372 | -49503 | -80372 | -75136 | -25086 | -75136 |
Avg Bars in Trades | 81 | 102 | 60 | 81 | 102 | 60 |
Avg Bars in Winners | 105 | 113 | 96 | 105 | 113 | 96 |
Avg Bars in Losers | 60 | 91 | 34 | 60 | 91 | 34 |
Bars Traded | 5278 | 3282 | 1996 | 5278 | 3282 | 1996 |
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 | -157508 | 330172 | -582082 | -718551 | -326896 | -583748 |
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{ "first_band": { "type": "sma", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 193, "offset": 0 } } }
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# | 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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