Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -160482.7701 | 377269.3842 | -537752.1543 | 354814.5901 | -5104447.1508 | 5459261.7409 |
Total P&L (%) | -160.4828 | 377.2694 | -537.7522 | 354.8146 | -5104.4472 | 5459.2617 |
Avg Daily Profit (%) | -0.0852 | 0.2004 | -0.2856 | 0.0805 | 0 | 0.2137 |
Buy And Hold Return (%) | 265.3298 | 265.3298 | 265.3298 | 265.3298 | 265.3298 | 265.3298 |
Max Trade Drawdown | -525243 | -98719 | -646224 | -4234083 | -5679874 | -1412001 |
Profit Factor | 0.8609 | 2.2869 | 0.3749 | 1.0359 | 0.2763 | 2.9255 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 41 | 18 | 23 | 43 | 18 | 25 |
Losing Trades | 34 | 19 | 15 | 32 | 19 | 13 |
Profitability (%) | 54.6667 | 48.6486 | 60.5263 | 57.3333 | 48.6486 | 65.7895 |
Ratio Avg Win / Avg Loss | 0.7139 | 2.414 | 0.2445 | 0.7709 | 0.2916 | 1.5212 |
Largest Winning Trade | 233971 | 233971 | 31031 | 5274447 | 294101 | 5274447 |
Largest Losing Trade | -506253 | -55980 | -506253 | -2803737 | -2803737 | -1174607 |
Avg Bars in Trades | 74 | 88 | 60 | 74 | 88 | 60 |
Avg Bars in Winners | 58 | 74 | 45 | 61 | 69 | 56 |
Avg Bars in Losers | 93 | 101 | 83 | 90 | 106 | 68 |
Bars Traded | 5559 | 3263 | 2296 | 5559 | 3263 | 2296 |
Profit Streak | 47.9167 | 47.9167 | 282.9167 | 47.9167 | 47.9167 | 282.9167 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -639755 | -22504 | -578008 | -387697 | -580737 | 618938 |
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{ "first_band": { "type": "sma", "factors": { "length": 52, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 41, "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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