Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 357870.9269 | 386263.3709 | -28392.444 | -80480.8703 | 98279.8667 | -178760.737 |
Total P&L (%) | 357.8709 | 386.2634 | -28.3924 | -80.4809 | 98.2799 | -178.7607 |
Avg Daily Profit (%) | 0.1913 | 0.2065 | -0.0152 | -0.0873 | 0.0366 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -193778 | -140141 | -202922 | -301860 | -83433 | -297895 |
Profit Factor | 1.2394 | 1.5562 | 0.9645 | 0.8997 | 1.3284 | 0.6444 |
Total Trades | 344 | 172 | 172 | 344 | 172 | 172 |
Winning Trades | 166 | 75 | 91 | 166 | 75 | 91 |
Losing Trades | 178 | 97 | 81 | 178 | 97 | 81 |
Profitability (%) | 48.2558 | 43.6047 | 52.907 | 48.2558 | 43.6047 | 52.907 |
Ratio Avg Win / Avg Loss | 1.329 | 2.0127 | 0.8585 | 0.9647 | 1.718 | 0.5736 |
Largest Winning Trade | 281375 | 281375 | 46707 | 52138 | 52138 | 33529 |
Largest Losing Trade | -72656 | -37588 | -72656 | -216706 | -30421 | -216706 |
Avg Bars in Trades | 21 | 22 | 19 | 21 | 22 | 19 |
Avg Bars in Winners | 25 | 30 | 21 | 25 | 30 | 21 |
Avg Bars in Losers | 16 | 16 | 17 | 16 | 16 | 17 |
Bars Traded | 7252 | 3927 | 3326 | 7252 | 3927 | 3326 |
Profit Streak | 0 | 0 | 7.4587 | 0 | 0 | 7.4587 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311718 | 308660 | -579098 | -579379 | -144492 | -579098 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 115 } }, "second_band": { "type": "sma", "factors": { "length": 200, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 115 } }, "second_band": { "type": "sma", "factors": { "length": 200, "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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