Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1394385.6019 | 1369277.1776 | 25108.4243 | -34639.8385 | 45649.1821 | -80289.0206 |
Total P&L (%) | 1394.3856 | 1369.2772 | 25.1084 | -34.6398 | 45.6492 | -80.289 |
Avg Daily Profit (%) | 0.589 | 0.5784 | 0.0106 | -0.018 | 0.0159 | -0.0686 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153786 | -143846 | -153149 | -687777 | -441639 | -497232 |
Profit Factor | 2.4295 | 3.8883 | 1.0501 | 0.9859 | 1.0422 | 0.9418 |
Total Trades | 181 | 91 | 90 | 181 | 91 | 90 |
Winning Trades | 85 | 33 | 52 | 85 | 33 | 52 |
Losing Trades | 96 | 58 | 38 | 96 | 58 | 38 |
Profitability (%) | 46.9613 | 36.2637 | 57.7778 | 46.9613 | 36.2637 | 57.7778 |
Ratio Avg Win / Avg Loss | 2.7439 | 6.834 | 0.7674 | 1.1135 | 1.8318 | 0.6882 |
Largest Winning Trade | 1478586 | 1478586 | 55120 | 456589 | 456589 | 262936 |
Largest Losing Trade | -49757 | -26940 | -49757 | -198118 | -96865 | -198118 |
Avg Bars in Trades | 51 | 56 | 46 | 51 | 56 | 46 |
Avg Bars in Winners | 65 | 86 | 52 | 65 | 86 | 52 |
Avg Bars in Losers | 39 | 40 | 38 | 39 | 40 | 38 |
Bars Traded | 9332 | 5178 | 4154 | 9332 | 5178 | 4154 |
Profit Streak | 18.2438 | 18.2438 | 35.2438 | 18.2438 | 18.2438 | 35.2438 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 605668 | 473846 | -348081 | -578279 | -351386 | -579540 |
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{ "first_band": { "type": "sma", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 83, "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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