Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 659994.5378 | 598051.9624 | 61942.5754 | 500858.7609 | 2212922.8501 | -1712064.0892 |
Total P&L (%) | 659.9945 | 598.052 | 61.9426 | 500.8588 | 2212.9229 | -1712.0641 |
Avg Daily Profit (%) | 0.3029 | 0.2745 | 0.0284 | 0.0823 | 0.1443 | 0 |
Buy And Hold Return (%) | 258.3333 | 258.3333 | 258.3333 | 258.3333 | 258.3333 | 258.3333 |
Max Trade Drawdown | -88575 | -70282 | -110801 | -2622157 | -753067 | -2757130 |
Profit Factor | 2.3048 | 4.1856 | 1.1947 | 1.0869 | 2.2562 | 0.5722 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Losing Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Profitability (%) | 60.5634 | 66.6667 | 54.2857 | 60.5634 | 66.6667 | 54.2857 |
Ratio Avg Win / Avg Loss | 1.5008 | 2.0928 | 1.0061 | 0.7078 | 1.1281 | 0.4818 |
Largest Winning Trade | 195448 | 195448 | 58070 | 883907 | 883907 | 436702 |
Largest Losing Trade | -88132 | -40238 | -88132 | -2459950 | -753067 | -2459950 |
Avg Bars in Trades | 112 | 91 | 134 | 112 | 91 | 134 |
Avg Bars in Winners | 136 | 96 | 185 | 136 | 96 | 185 |
Avg Bars in Losers | 77 | 81 | 74 | 77 | 81 | 74 |
Bars Traded | 8012 | 3293 | 4719 | 8012 | 3293 | 4719 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -79831 | 476699 | -326447 | -306145 | 190621 | -580232 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 246, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 94, "offset": 0 } } }
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# | 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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