Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 416261.6176 | 395107.7638 | 21153.8538 | 93163.0187 | 425179.3805 | -332016.3618 |
Total P&L (%) | 416.2616 | 395.1078 | 21.1539 | 93.163 | 425.1794 | -332.0164 |
Avg Daily Profit (%) | 0.2172 | 0.2062 | 0.011 | 0.0344 | 0.0866 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93159 | -77015 | -88667 | -580512 | -273089 | -575771 |
Profit Factor | 1.7525 | 2.6698 | 1.0668 | 1.0476 | 1.5739 | 0.727 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Profitability (%) | 40.2299 | 39.5349 | 40.9091 | 40.2299 | 39.5349 | 40.9091 |
Ratio Avg Win / Avg Loss | 2.6037 | 4.0833 | 1.541 | 1.5564 | 2.4071 | 1.0501 |
Largest Winning Trade | 249892 | 249892 | 60675 | 420689 | 420689 | 156272 |
Largest Losing Trade | -62538 | -30620 | -62538 | -483848 | -89125 | -483848 |
Avg Bars in Trades | 42 | 37 | 47 | 42 | 37 | 47 |
Avg Bars in Winners | 75 | 61 | 88 | 75 | 61 | 88 |
Avg Bars in Losers | 20 | 22 | 19 | 20 | 22 | 19 |
Bars Traded | 3720 | 1628 | 2092 | 3720 | 1628 | 2092 |
Profit Streak | 0 | 63.6642 | 0 | 0 | 63.6642 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 270847 | 335049 | -333592 | -317614 | -77958 | -582588 |
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{ "first_band": { "type": "sma", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 8, "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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