Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 676863.7527 | 651668.3862 | 25195.3665 | 66043.2924 | 141219.0527 | -75175.7602 |
Total P&L (%) | 676.8638 | 651.6684 | 25.1954 | 66.0433 | 141.2191 | -75.1758 |
Avg Daily Profit (%) | 0.3625 | 0.349 | 0.0135 | 0.0272 | 0.0472 | -0.0746 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98765 | -125539 | -35261 | -689332 | -693554 | -287968 |
Profit Factor | 2.4314 | 3.1247 | 1.1516 | 1.0306 | 1.1038 | 0.9056 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 41.6667 | 38.8889 | 44.4444 | 41.6667 | 38.8889 | 44.4444 |
Ratio Avg Win / Avg Loss | 3.404 | 4.9103 | 1.4396 | 1.4429 | 1.7346 | 1.132 |
Largest Winning Trade | 725317 | 725317 | 41735 | 725317 | 725317 | 204603 |
Largest Losing Trade | -41883 | -41883 | -20682 | -308409 | -308409 | -156321 |
Avg Bars in Trades | 73 | 111 | 35 | 73 | 111 | 35 |
Avg Bars in Winners | 89 | 126 | 56 | 89 | 126 | 56 |
Avg Bars in Losers | 62 | 102 | 19 | 62 | 102 | 19 |
Bars Traded | 5304 | 4019 | 1285 | 5304 | 4019 | 1285 |
Profit Streak | 94.1703 | 98.5036 | 94.1703 | 94.1703 | 98.5036 | 94.1703 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -71999 | 414671 | -233679 | -429751 | -238890 | -580714 |
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{ "first_band": { "type": "sma", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 179, "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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