Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 832503.0277 | 777420.3173 | 55082.7104 | 1242019.9053 | 1083230.9588 | 158788.9465 |
Total P&L (%) | 832.503 | 777.4203 | 55.0827 | 1242.0199 | 1083.231 | 158.7889 |
Avg Daily Profit (%) | 0.4524 | 0.4225 | 0.0299 | 0.1412 | 0.1344 | 0.0517 |
Buy And Hold Return (%) | 96.7097 | 96.7097 | 96.7097 | 96.7097 | 96.7097 | 96.7097 |
Max Trade Drawdown | -60314 | -49236 | -75033 | -589023 | -443310 | -709619 |
Profit Factor | 3.737 | 6.9597 | 1.3171 | 1.487 | 1.9382 | 1.1138 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 19 | 10 | 9 | 19 | 10 | 9 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 32.7586 | 34.4828 | 31.0345 | 32.7586 | 34.4828 | 31.0345 |
Ratio Avg Win / Avg Loss | 7.6707 | 13.2235 | 2.9268 | 3.0523 | 3.6826 | 2.4751 |
Largest Winning Trade | 690607 | 690607 | 57404 | 594491 | 594491 | 342767 |
Largest Losing Trade | -30555 | -14580 | -30555 | -294798 | -170114 | -294798 |
Avg Bars in Trades | 59 | 57 | 61 | 59 | 57 | 61 |
Avg Bars in Winners | 145 | 141 | 150 | 145 | 141 | 150 |
Avg Bars in Losers | 17 | 13 | 21 | 17 | 13 | 21 |
Bars Traded | 3449 | 1672 | 1777 | 3449 | 1672 | 1777 |
Profit Streak | 254.7351 | 254.7351 | 257.7351 | 254.7351 | 254.7351 | 257.7351 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -168447 | 466844 | -324211 | -187259 | -15041 | -234259 |
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{ "first_band": { "type": "sma", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 60, "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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