Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 580685.0426 | 538396.7419 | 42288.3008 | 679104.4504 | -30766.6876 | 709871.138 |
Total P&L (%) | 580.685 | 538.3967 | 42.2883 | 679.1045 | -30.7667 | 709.8711 |
Avg Daily Profit (%) | 0.2787 | 0.2584 | 0.0203 | 0.0986 | -0.0176 | 0.1005 |
Buy And Hold Return (%) | 226.6354 | 226.6354 | 226.6354 | 226.6354 | 226.6354 | 226.6354 |
Max Trade Drawdown | -141898 | -101802 | -142437 | -4474103 | -2510334 | -2748788 |
Profit Factor | 1.3339 | 1.6001 | 1.0502 | 1.0209 | 0.9983 | 1.0482 |
Total Trades | 937 | 468 | 469 | 937 | 468 | 469 |
Winning Trades | 446 | 205 | 241 | 446 | 205 | 241 |
Losing Trades | 491 | 263 | 228 | 491 | 263 | 228 |
Profitability (%) | 47.5987 | 43.8034 | 51.3859 | 47.5987 | 43.8034 | 51.3859 |
Ratio Avg Win / Avg Loss | 1.4685 | 2.0528 | 0.9936 | 1.1239 | 1.2807 | 0.9916 |
Largest Winning Trade | 182893 | 182893 | 40340 | 1748404 | 1748404 | 1208853 |
Largest Losing Trade | -33085 | -26995 | -33085 | -897325 | -696873 | -897325 |
Avg Bars in Trades | 26 | 25 | 27 | 26 | 25 | 27 |
Avg Bars in Winners | 32 | 34 | 31 | 32 | 34 | 31 |
Avg Bars in Losers | 20 | 18 | 23 | 20 | 18 | 23 |
Bars Traded | 24709 | 11768 | 12941 | 24709 | 11768 | 12941 |
Profit Streak | 0 | 15.9423 | 0 | 0 | 15.9423 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 365601 | 270627 | -496109 | -256888 | -578774 | -228316 |
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{ "first_band": { "type": "sma", "factors": { "length": 178, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 30 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 178, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 30 } } }
# | 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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