Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1216817.3367 | 1201225.6778 | 15591.659 | 723663.5555 | 405576.4976 | 318087.058 |
Total P&L (%) | 1216.8173 | 1201.2257 | 15.5917 | 723.6636 | 405.5765 | 318.0871 |
Avg Daily Profit (%) | 0.5395 | 0.5326 | 0.0069 | 0.0935 | 0.0719 | 0.0635 |
Buy And Hold Return (%) | 308.4548 | 308.4548 | 308.4548 | 308.4548 | 308.4548 | 308.4548 |
Max Trade Drawdown | -224570 | -67874 | -219148 | -589674 | -539445 | -370318 |
Profit Factor | 2.9699 | 5.4463 | 1.0449 | 1.3288 | 1.3512 | 1.3041 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Losing Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Profitability (%) | 43.299 | 44.898 | 41.6667 | 43.299 | 44.898 | 41.6667 |
Ratio Avg Win / Avg Loss | 3.8892 | 6.6841 | 1.4628 | 1.7401 | 1.6583 | 1.8257 |
Largest Winning Trade | 827527 | 827527 | 59964 | 356814 | 356814 | 324339 |
Largest Losing Trade | -61029 | -22960 | -61029 | -218119 | -218119 | -122578 |
Avg Bars in Trades | 88 | 80 | 97 | 88 | 80 | 97 |
Avg Bars in Winners | 164 | 136 | 195 | 164 | 136 | 195 |
Avg Bars in Losers | 30 | 34 | 27 | 30 | 34 | 27 |
Bars Traded | 8598 | 3928 | 4670 | 8598 | 3928 | 4670 |
Profit Streak | 0 | 0 | 162.0626 | 0 | 0 | 162.0626 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 431754 | 532764 | -522728 | -73226 | -165163 | -265233 |
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{ "first_band": { "type": "sma", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 29, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 29, "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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