Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 749144.2668 | 542509.6646 | 206634.6021 | 6301838.534 | -176690.1548 | 6478528.6888 |
Total P&L (%) | 749.1443 | 542.5097 | 206.6346 | 6301.8385 | -176.6902 | 6478.5287 |
Avg Daily Profit (%) | 0.4056 | 0.2937 | 0.1119 | 0.2254 | 0 | 0.2269 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127250 | -112064 | -79244 | -8078583 | -5777367 | -4081760 |
Profit Factor | 1.3454 | 1.4815 | 1.1983 | 1.0799 | 0.9959 | 1.1815 |
Total Trades | 1085 | 543 | 542 | 1085 | 543 | 542 |
Winning Trades | 427 | 210 | 217 | 427 | 210 | 217 |
Losing Trades | 658 | 333 | 325 | 658 | 333 | 325 |
Profitability (%) | 39.3548 | 38.674 | 40.0369 | 39.3548 | 38.674 | 40.0369 |
Ratio Avg Win / Avg Loss | 2.0733 | 2.3492 | 1.7947 | 1.6642 | 1.5792 | 1.7695 |
Largest Winning Trade | 172213 | 172213 | 33979 | 3135374 | 3135374 | 1625194 |
Largest Losing Trade | -18982 | -18982 | -17550 | -1445737 | -1331083 | -1445737 |
Avg Bars in Trades | 20 | 20 | 20 | 20 | 20 | 20 |
Avg Bars in Winners | 31 | 31 | 30 | 31 | 31 | 30 |
Avg Bars in Losers | 13 | 12 | 13 | 13 | 12 | 13 |
Bars Traded | 22077 | 10939 | 11138 | 22077 | 10939 | 11138 |
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 | 478784 | 334715 | -46234 | -121200 | -579845 | -12840 |
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{ "first_band": { "type": "midprice", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 7, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 7, "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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