Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1078829.2721 | 1147166.3446 | -68337.0725 | 87322.1262 | 3153856.359 | -3066534.2327 |
Total P&L (%) | 1078.8293 | 1147.1663 | -68.3371 | 87.3221 | 3153.8564 | -3066.5342 |
Avg Daily Profit (%) | 0.5921 | 0.6296 | -0.0375 | 0.0345 | 0.1913 | 0 |
Buy And Hold Return (%) | 708.6275 | 708.6275 | 708.6275 | 708.6275 | 708.6275 | 708.6275 |
Max Trade Drawdown | -242798 | -150883 | -133681 | -4635204 | -1335376 | -3452763 |
Profit Factor | 2.6749 | 4.0815 | 0.7486 | 1.015 | 2.6034 | 0.2023 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 44.3038 | 43.5897 | 45 | 44.3038 | 43.5897 | 45 |
Ratio Avg Win / Avg Loss | 3.3628 | 5.282 | 0.915 | 1.276 | 3.3691 | 0.2472 |
Largest Winning Trade | 802996 | 802996 | 50806 | 3581756 | 3581756 | 364256 |
Largest Losing Trade | -56163 | -53949 | -56163 | -2677344 | -804944 | -2677344 |
Avg Bars in Trades | 66 | 103 | 29 | 66 | 103 | 29 |
Avg Bars in Winners | 82 | 134 | 34 | 82 | 134 | 34 |
Avg Bars in Losers | 53 | 80 | 26 | 53 | 80 | 26 |
Bars Traded | 5229 | 4041 | 1188 | 5229 | 4041 | 1188 |
Profit Streak | 0 | 87.154 | 0 | 0 | 87.154 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -27073 | 284024 | -582416 | -550134 | 345414 | -582416 |
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{ "first_band": { "type": "sma", "factors": { "length": 208, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 202, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 208, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 202, "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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