Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 611436.0132 | 514468.1832 | 96967.8299 | 702565.6782 | -751414.9306 | 1453980.6088 |
Total P&L (%) | 611.436 | 514.4682 | 96.9678 | 702.5657 | -751.4149 | 1453.9806 |
Avg Daily Profit (%) | 0.3093 | 0.2603 | 0.0491 | 0.1054 | 0 | 0.1389 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -204298 | -148761 | -87052 | -8505670 | -6389070 | -2236498 |
Profit Factor | 1.7596 | 2.2613 | 1.2442 | 1.04 | 0.9246 | 1.1911 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 85 | 40 | 45 | 85 | 40 | 45 |
Losing Trades | 82 | 44 | 38 | 82 | 44 | 38 |
Profitability (%) | 50.8982 | 47.619 | 54.2169 | 50.8982 | 47.619 | 54.2169 |
Ratio Avg Win / Avg Loss | 1.6975 | 2.4874 | 1.0507 | 1.0033 | 1.0171 | 1.0058 |
Largest Winning Trade | 177582 | 177582 | 67517 | 3633455 | 2989497 | 3633455 |
Largest Losing Trade | -53171 | -42282 | -53171 | -3811778 | -3811778 | -1110852 |
Avg Bars in Trades | 46 | 39 | 53 | 46 | 39 | 53 |
Avg Bars in Winners | 63 | 54 | 70 | 63 | 54 | 70 |
Avg Bars in Losers | 28 | 25 | 32 | 28 | 25 | 32 |
Bars Traded | 7733 | 3296 | 4438 | 7733 | 3296 | 4438 |
Profit Streak | 0 | 0 | 558.0735 | 0 | 0 | 558.0735 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 478786 | 417670 | -126108 | -227421 | -580366 | -16035 |
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{ "first_band": { "type": "sma", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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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