Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 309594.4521 | 296746.4454 | 12848.0067 | -54432.0404 | 129649.2487 | -184081.2892 |
Total P&L (%) | 309.5945 | 296.7464 | 12.848 | -54.432 | 129.6492 | -184.0813 |
Avg Daily Profit (%) | 0.1935 | 0.1854 | 0.008 | -0.0491 | 0.052 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -220604 | -110810 | -193556 | -219882 | -94386 | -281532 |
Profit Factor | 1.3191 | 1.7175 | 1.0231 | 0.9288 | 1.4556 | 0.6168 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 75 | 34 | 41 | 75 | 34 | 41 |
Losing Trades | 64 | 36 | 28 | 64 | 36 | 28 |
Profitability (%) | 53.9568 | 48.5714 | 59.4203 | 53.9568 | 48.5714 | 59.4203 |
Ratio Avg Win / Avg Loss | 1.1256 | 1.8185 | 0.6987 | 0.7926 | 1.5412 | 0.4213 |
Largest Winning Trade | 87529 | 87529 | 62868 | 70162 | 70162 | 57282 |
Largest Losing Trade | -65408 | -38232 | -65408 | -107344 | -76911 | -107344 |
Avg Bars in Trades | 45 | 31 | 58 | 45 | 31 | 58 |
Avg Bars in Winners | 42 | 27 | 55 | 42 | 27 | 55 |
Avg Bars in Losers | 48 | 35 | 64 | 48 | 35 | 64 |
Bars Traded | 6266 | 2216 | 4050 | 6266 | 2216 | 4050 |
Profit Streak | 0 | 0 | 45.5479 | 0 | 0 | 45.5479 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311286 | -84262 | -555978 | -579897 | -216384 | -680680 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 53, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 53, "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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