Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 997209.3634 | 822492.3169 | 174717.0465 | 23758732.8973 | 28427120.4536 | -4668387.5563 |
Total P&L (%) | 997.2094 | 822.4923 | 174.717 | 23758.7329 | 28427.1205 | -4668.3876 |
Avg Daily Profit (%) | 0.3988 | 0.3289 | 0.0699 | 0.2192 | 0.2263 | 0 |
Buy And Hold Return (%) | 863.8935 | 863.8935 | 863.8935 | 863.8935 | 863.8935 | 863.8935 |
Max Trade Drawdown | -83789 | -84978 | -66949 | -6702222 | -1554853 | -5484116 |
Profit Factor | 4.3534 | 6.671 | 2.1469 | 2.7543 | 7.5721 | 0.4935 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 18 | 9 | 9 | 18 | 9 | 9 |
Profitability (%) | 70 | 70 | 70 | 70 | 70 | 70 |
Ratio Avg Win / Avg Loss | 1.8658 | 2.859 | 0.9201 | 1.1804 | 3.2452 | 0.2115 |
Largest Winning Trade | 349394 | 349394 | 61799 | 21152784 | 21152784 | 725510 |
Largest Losing Trade | -66949 | -31910 | -66949 | -3416770 | -1398812 | -3416770 |
Avg Bars in Trades | 74 | 89 | 59 | 74 | 89 | 59 |
Avg Bars in Winners | 77 | 89 | 65 | 77 | 89 | 65 |
Avg Bars in Losers | 68 | 91 | 45 | 68 | 91 | 45 |
Bars Traded | 4491 | 2696 | 1795 | 4491 | 2696 | 1795 |
Profit Streak | 68.8834 | 119.8834 | 0 | 68.8834 | 119.8834 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -271058 | -144999 | -261569 | -158002 | 716439 | -578232 |
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{ "first_band": { "type": "sma", "factors": { "length": 54, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 196, "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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