Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1291819.7215 | 1281433.1409 | 10386.5807 | 509835.1706 | 19015469.6378 | -18505634.4671 |
Total P&L (%) | 1291.8197 | 1281.4331 | 10.3866 | 509.8352 | 19015.4696 | -18505.6345 |
Avg Daily Profit (%) | 0.7204 | 0.7146 | 0.0058 | 0.1009 | 0.2934 | 0 |
Buy And Hold Return (%) | 323.6083 | 323.6083 | 323.6083 | 323.6083 | 323.6083 | 323.6083 |
Max Trade Drawdown | -215014 | -218796 | -78836 | -29815320 | -20567890 | -21612342 |
Profit Factor | 2.9836 | 4.1242 | 1.0431 | 1.0104 | 1.7885 | 0.2562 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 51.3158 | 50 | 52.6316 | 51.3158 | 50 | 52.6316 |
Ratio Avg Win / Avg Loss | 2.8306 | 4.1242 | 0.9388 | 0.9586 | 1.7885 | 0.2306 |
Largest Winning Trade | 898164 | 898164 | 52889 | 27364423 | 27364423 | 1434948 |
Largest Losing Trade | -69803 | -69803 | -33485 | -10810914 | -10810914 | -8996500 |
Avg Bars in Trades | 88 | 136 | 40 | 88 | 136 | 40 |
Avg Bars in Winners | 94 | 148 | 43 | 94 | 148 | 43 |
Avg Bars in Losers | 82 | 125 | 37 | 82 | 125 | 37 |
Bars Traded | 6740 | 5201 | 1539 | 6740 | 5201 | 1539 |
Profit Streak | 0 | 63.5192 | 0 | 0 | 63.5192 | 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 | -37652 | 644507 | -525312 | -331965 | 460799 | -580423 |
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{ "first_band": { "type": "sma", "factors": { "length": 151, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 212, "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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