Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1001254.8315 | 801385.7864 | 199869.0451 | 61858462.9825 | 55649616.5968 | 6208846.3858 |
Total P&L (%) | 1001.2548 | 801.3858 | 199.869 | 61858.463 | 55649.6166 | 6208.8464 |
Avg Daily Profit (%) | 0.4004 | 0.3205 | 0.0799 | 0.2575 | 0.2532 | 0.1659 |
Buy And Hold Return (%) | 866.3533 | 866.3533 | 866.3533 | 866.3533 | 866.3533 | 866.3533 |
Max Trade Drawdown | -76169 | -75952 | -74072 | -9569423 | -4048252 | -12395568 |
Profit Factor | 3.8819 | 5.8902 | 2.0889 | 3.6131 | 7.5854 | 1.4079 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Profitability (%) | 65.3333 | 64.8649 | 65.7895 | 65.3333 | 64.8649 | 65.7895 |
Ratio Avg Win / Avg Loss | 2.0598 | 3.1905 | 1.0862 | 1.9171 | 4.1087 | 0.7321 |
Largest Winning Trade | 173375 | 173375 | 63872 | 22271344 | 22271344 | 10617548 |
Largest Losing Trade | -47660 | -47660 | -44906 | -6874396 | -4048252 | -6874396 |
Avg Bars in Trades | 94 | 110 | 79 | 94 | 110 | 79 |
Avg Bars in Winners | 99 | 101 | 97 | 99 | 101 | 97 |
Avg Bars in Losers | 85 | 127 | 43 | 85 | 127 | 43 |
Bars Traded | 7095 | 4089 | 3006 | 7095 | 4089 | 3006 |
Profit Streak | 127.8443 | 127.8443 | 208.1776 | 127.8443 | 127.8443 | 208.1776 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -158269 | -145762 | -246105 | -42354 | 702732 | 354898 |
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{ "first_band": { "type": "sma", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 200, "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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