Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1047965.1989 | 1168351.6605 | -120386.4616 | -59761.4989 | 238576.6589 | -298338.1578 |
Total P&L (%) | 1047.9652 | 1168.3517 | -120.3865 | -59.7615 | 238.5767 | -298.3382 |
Avg Daily Profit (%) | 0.587 | 0.6545 | -0.0674 | -0.051 | 0.0683 | 0 |
Buy And Hold Return (%) | 393.4066 | 393.4066 | 393.4066 | 393.4066 | 393.4066 | 393.4066 |
Max Trade Drawdown | -192778 | -191274 | -144681 | -1037359 | -820331 | -458021 |
Profit Factor | 1.9746 | 3.2369 | 0.7823 | 0.978 | 1.1676 | 0.7692 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 78 | 36 | 42 | 78 | 36 | 42 |
Losing Trades | 102 | 54 | 48 | 102 | 54 | 48 |
Profitability (%) | 43.3333 | 40 | 46.6667 | 43.3333 | 40 | 46.6667 |
Ratio Avg Win / Avg Loss | 2.5821 | 4.8554 | 0.8941 | 1.2789 | 1.7514 | 0.8791 |
Largest Winning Trade | 1035017 | 1035017 | 56242 | 529018 | 529018 | 248114 |
Largest Losing Trade | -49640 | -47208 | -49640 | -351732 | -307066 | -351732 |
Avg Bars in Trades | 58 | 64 | 52 | 58 | 64 | 52 |
Avg Bars in Winners | 78 | 89 | 68 | 78 | 89 | 68 |
Avg Bars in Losers | 43 | 48 | 38 | 43 | 48 | 38 |
Bars Traded | 10539 | 5827 | 4712 | 10539 | 5827 | 4712 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 361335 | 387681 | -582387 | -580761 | -306700 | -582387 |
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{ "first_band": { "type": "sma", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 80, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 80, "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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