Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 958271.4191 | 815916.4945 | 142354.9246 | 18979663.3008 | 19792573.2657 | -812909.9649 |
Total P&L (%) | 958.2714 | 815.9165 | 142.3549 | 18979.6633 | 19792.5733 | -812.91 |
Avg Daily Profit (%) | 0.3833 | 0.3264 | 0.0569 | 0.2103 | 0.2119 | 0 |
Buy And Hold Return (%) | 816.973 | 816.973 | 816.973 | 816.973 | 816.973 | 816.973 |
Max Trade Drawdown | -103890 | -57130 | -90956 | -9307271 | -4951207 | -10038696 |
Profit Factor | 3.3667 | 4.4461 | 1.8467 | 1.9089 | 3.0977 | 0.929 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 55.6962 | 51.2821 | 60 | 55.6962 | 51.2821 | 60 |
Ratio Avg Win / Avg Loss | 2.678 | 4.2238 | 1.2311 | 1.5185 | 2.9429 | 0.6193 |
Largest Winning Trade | 285098 | 285098 | 60317 | 12101601 | 12101601 | 2898466 |
Largest Losing Trade | -36407 | -36407 | -34764 | -5682632 | -2842994 | -5682632 |
Avg Bars in Trades | 119 | 164 | 76 | 119 | 164 | 76 |
Avg Bars in Winners | 146 | 209 | 94 | 146 | 209 | 94 |
Avg Bars in Losers | 85 | 115 | 49 | 85 | 115 | 49 |
Bars Traded | 9446 | 6398 | 3048 | 9446 | 6398 | 3048 |
Profit Streak | 203.6413 | 205.1413 | 203.6413 | 203.6413 | 205.1413 | 203.6413 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -125081 | -148108 | -277967 | -17403 | 547971 | -578477 |
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{ "first_band": { "type": "sma", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 229, "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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