Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 569799.9759 | 383229.218 | 186570.7579 | 341953.0239 | -249243.4515 | 591196.4754 |
Total P&L (%) | 569.8 | 383.2292 | 186.5708 | 341.953 | -249.2435 | 591.1965 |
Avg Daily Profit (%) | 0.3143 | 0.2114 | 0.1029 | 0.082 | 0 | 0.1067 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110589 | -143747 | -67989 | -930562 | -1027275 | -655860 |
Profit Factor | 1.5031 | 1.606 | 1.373 | 1.056 | 0.9268 | 1.2185 |
Total Trades | 576 | 288 | 288 | 576 | 288 | 288 |
Winning Trades | 244 | 118 | 126 | 244 | 118 | 126 |
Losing Trades | 332 | 170 | 162 | 332 | 170 | 162 |
Profitability (%) | 42.3611 | 40.9722 | 43.75 | 42.3611 | 40.9722 | 43.75 |
Ratio Avg Win / Avg Loss | 2.0452 | 2.3137 | 1.7652 | 1.4368 | 1.3352 | 1.5667 |
Largest Winning Trade | 345944 | 345944 | 53721 | 438139 | 438139 | 264418 |
Largest Losing Trade | -27981 | -27981 | -17386 | -231196 | -231196 | -148605 |
Avg Bars in Trades | 37 | 34 | 40 | 37 | 34 | 40 |
Avg Bars in Winners | 55 | 45 | 64 | 55 | 45 | 64 |
Avg Bars in Losers | 24 | 25 | 22 | 24 | 25 | 22 |
Bars Traded | 21587 | 9815 | 11772 | 21587 | 9815 | 11772 |
Profit Streak | 24.6526 | 44.986 | 24.6526 | 24.6526 | 44.986 | 24.6526 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 450581 | 350714 | -54892 | -241384 | -580127 | -50375 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 126 } }, "second_band": { "type": "sma", "factors": { "length": 25, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 126 } }, "second_band": { "type": "sma", "factors": { "length": 25, "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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