Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 625553.3458 | 569136.7466 | 56416.5992 | 1915989.0232 | 4169168.5394 | -2253179.5162 |
Total P&L (%) | 625.5533 | 569.1367 | 56.4166 | 1915.989 | 4169.1685 | -2253.1795 |
Avg Daily Profit (%) | 0.2502 | 0.2277 | 0.0226 | 0.1202 | 0.1503 | 0 |
Buy And Hold Return (%) | 798.8376 | 798.8376 | 798.8376 | 798.8376 | 798.8376 | 798.8376 |
Max Trade Drawdown | -89015 | -80919 | -81890 | -2968565 | -644204 | -3312536 |
Profit Factor | 2.2924 | 3.8103 | 1.2004 | 1.2942 | 3.221 | 0.514 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Losing Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Profitability (%) | 53.8462 | 57.7778 | 50 | 53.8462 | 57.7778 | 50 |
Ratio Avg Win / Avg Loss | 1.9649 | 2.7845 | 1.2004 | 1.1093 | 2.3538 | 0.514 |
Largest Winning Trade | 169408 | 169408 | 45404 | 2626256 | 2626256 | 323539 |
Largest Losing Trade | -69856 | -50728 | -69856 | -2917569 | -483859 | -2917569 |
Avg Bars in Trades | 102 | 123 | 82 | 102 | 123 | 82 |
Avg Bars in Winners | 119 | 110 | 129 | 119 | 110 | 129 |
Avg Bars in Losers | 83 | 140 | 36 | 83 | 140 | 36 |
Bars Traded | 9342 | 5536 | 3806 | 9342 | 5536 | 3806 |
Profit Streak | 66.7939 | 291.5439 | 66.7939 | 66.7939 | 291.5439 | 66.7939 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151234 | -148137 | -328387 | -34568 | 540922 | -580145 |
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{ "first_band": { "type": "sma", "factors": { "length": 58, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 243, "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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