Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 846178.1684 | 997579.0433 | -151400.8748 | -96706.4118 | 717301.9998 | -814008.4117 |
Total P&L (%) | 846.1782 | 997.579 | -151.4009 | -96.7064 | 717.302 | -814.0084 |
Avg Daily Profit (%) | 0.3547 | 0.4182 | -0.0635 | -0.143 | 0.0881 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -312704 | -193309 | -268180 | -1585224 | -644932 | -1012859 |
Profit Factor | 1.5971 | 2.4232 | 0.7886 | 0.9704 | 1.4369 | 0.4988 |
Total Trades | 173 | 87 | 86 | 173 | 87 | 86 |
Winning Trades | 65 | 27 | 38 | 65 | 27 | 38 |
Losing Trades | 108 | 60 | 48 | 108 | 60 | 48 |
Profitability (%) | 37.5723 | 31.0345 | 44.186 | 37.5723 | 31.0345 | 44.186 |
Ratio Avg Win / Avg Loss | 2.6536 | 5.3848 | 0.9961 | 1.6123 | 3.1932 | 0.63 |
Largest Winning Trade | 812749 | 812749 | 63309 | 1240082 | 1240082 | 195857 |
Largest Losing Trade | -47443 | -47159 | -47443 | -636093 | -361497 | -636093 |
Avg Bars in Trades | 40 | 42 | 37 | 40 | 42 | 37 |
Avg Bars in Winners | 65 | 81 | 54 | 65 | 81 | 54 |
Avg Bars in Losers | 24 | 25 | 24 | 24 | 25 | 24 |
Bars Traded | 6960 | 3708 | 3252 | 6960 | 3708 | 3252 |
Profit Streak | 0 | 0 | 49.1182 | 0 | 0 | 49.1182 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303968 | 245597 | -582373 | -581927 | -80588 | -582373 |
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{ "first_band": { "type": "sma", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 41, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 41, "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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