Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 705898.7402 | 592250.6874 | 113648.0529 | 489370.455 | 123745.2729 | 365625.1821 |
Total P&L (%) | 705.8987 | 592.2507 | 113.6481 | 489.3705 | 123.7453 | 365.6252 |
Avg Daily Profit (%) | 0.3812 | 0.3198 | 0.0614 | 0.0958 | 0.0435 | 0.0831 |
Buy And Hold Return (%) | 98.8732 | 98.8732 | 98.8732 | 98.8732 | 98.8732 | 98.8732 |
Max Trade Drawdown | -134334 | -128838 | -130278 | -203344 | -287299 | -101398 |
Profit Factor | 1.7429 | 2.1923 | 1.2506 | 1.457 | 1.1749 | 2.0059 |
Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Winning Trades | 108 | 49 | 59 | 108 | 49 | 59 |
Losing Trades | 110 | 60 | 50 | 110 | 60 | 50 |
Profitability (%) | 49.5413 | 44.9541 | 54.1284 | 49.5413 | 44.9541 | 54.1284 |
Ratio Avg Win / Avg Loss | 1.7752 | 2.6845 | 1.0598 | 1.4839 | 1.4387 | 1.6999 |
Largest Winning Trade | 191038 | 191038 | 35714 | 102914 | 102914 | 83954 |
Largest Losing Trade | -91650 | -30651 | -91650 | -189837 | -189837 | -101398 |
Avg Bars in Trades | 49 | 60 | 38 | 49 | 60 | 38 |
Avg Bars in Winners | 58 | 77 | 43 | 58 | 77 | 43 |
Avg Bars in Losers | 40 | 46 | 33 | 40 | 46 | 33 |
Bars Traded | 10847 | 6604 | 4243 | 10847 | 6604 | 4243 |
Profit Streak | 0 | 0 | 95.1923 | 0 | 0 | 95.1923 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 498700 | 371996 | -228821 | -64408 | -252680 | -79026 |
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{ "first_band": { "type": "sma", "factors": { "length": 131, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 143, "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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