Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1332621.1687 | 1015245.5943 | 317375.5744 | 468702386.8592 | 250985104.2352 | 217717282.624 |
Total P&L (%) | 1332.6212 | 1015.2456 | 317.3756 | 468702.3869 | 250985.1042 | 217717.2826 |
Avg Daily Profit (%) | 0.5326 | 0.4057 | 0.1268 | 0.3384 | 0.3133 | 0.3076 |
Buy And Hold Return (%) | 454.0608 | 454.0608 | 454.0608 | 454.0608 | 454.0608 | 454.0608 |
Max Trade Drawdown | -89255 | -48245 | -71128 | -213886455 | -162359367 | -211221867 |
Profit Factor | 4.1695 | 6.2613 | 2.3951 | 1.7021 | 1.7129 | 1.69 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 61 | 33 | 28 | 61 | 33 | 28 |
Losing Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Profitability (%) | 60.396 | 64.7059 | 56 | 60.396 | 64.7059 | 56 |
Ratio Avg Win / Avg Loss | 2.7341 | 3.4153 | 1.8819 | 1.1161 | 0.9343 | 1.3279 |
Largest Winning Trade | 355246 | 355246 | 58497 | 176832123 | 176832123 | 122686689 |
Largest Losing Trade | -49595 | -32570 | -49595 | -155998245 | -149088221 | -155998245 |
Avg Bars in Trades | 71 | 58 | 84 | 71 | 58 | 84 |
Avg Bars in Winners | 80 | 59 | 104 | 80 | 59 | 104 |
Avg Bars in Losers | 57 | 56 | 58 | 57 | 56 | 58 |
Bars Traded | 7209 | 2994 | 4215 | 7209 | 2994 | 4215 |
Profit Streak | 0 | 0 | 43.4036 | 0 | 0 | 43.4036 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 594487 | -165140 | -363636 | 466238 | -168674 | -167676 |
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{ "first_band": { "type": "midprice", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 26, "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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