Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 276995.2722 | 107552.5267 | 169442.7455 | 574153.4655 | -50205.2627 | 624358.7281 |
Total P&L (%) | 276.9953 | 107.5525 | 169.4427 | 574.1535 | -50.2053 | 624.3587 |
Avg Daily Profit (%) | 0.148 | 0.0575 | 0.0906 | 0.102 | -0.0373 | 0.1059 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64056 | -84037 | -31988 | -502422 | -595169 | -88108 |
Profit Factor | 2.3202 | 1.8912 | 2.9012 | 1.5655 | 0.9325 | 3.3009 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Losing Trades | 22 | 11 | 11 | 22 | 11 | 11 |
Profitability (%) | 81.5126 | 81.3559 | 81.6667 | 81.5126 | 81.3559 | 81.6667 |
Ratio Avg Win / Avg Loss | 0.5262 | 0.4334 | 0.6513 | 0.3551 | 0.2137 | 0.741 |
Largest Winning Trade | 46501 | 46501 | 25362 | 71742 | 54114 | 71742 |
Largest Losing Trade | -64056 | -64056 | -31988 | -502422 | -502422 | -76858 |
Avg Bars in Trades | 59 | 70 | 47 | 59 | 70 | 47 |
Avg Bars in Winners | 21 | 22 | 20 | 21 | 22 | 20 |
Avg Bars in Losers | 224 | 280 | 169 | 224 | 280 | 169 |
Bars Traded | 7038 | 4178 | 2860 | 7038 | 4178 | 2860 |
Profit Streak | 0 | 27.6219 | 0 | 0 | 27.6219 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 389989 | -286517 | -234439 | -51679 | -751935 | -212820 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 205, "offset": 228 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 205, "offset": 228 } } }
# | 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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