Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 59143.8055 | 38989.2632 | 20154.5422 | 44115.1868 | 40123.8955 | 3991.2913 |
Total P&L (%) | 59.1438 | 38.9893 | 20.1545 | 44.1152 | 40.1239 | 3.9913 |
Avg Daily Profit (%) | 0.4258 | 0.2807 | 0.1451 | 0.2634 | 0.2432 | 0.0282 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43513 | -33539 | -39749 | -41208 | -29705 | -52240 |
Profit Factor | 1.2622 | 1.4065 | 1.1554 | 1.1829 | 1.4191 | 1.0274 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 101 | 48 | 53 | 101 | 48 | 53 |
Losing Trades | 61 | 33 | 28 | 61 | 33 | 28 |
Profitability (%) | 62.3457 | 59.2593 | 65.4321 | 62.3457 | 59.2593 | 65.4321 |
Ratio Avg Win / Avg Loss | 0.7623 | 0.9669 | 0.6104 | 0.7144 | 0.9756 | 0.5428 |
Largest Winning Trade | 11134 | 8640 | 11134 | 11698 | 10937 | 11698 |
Largest Losing Trade | -26417 | -23857 | -26417 | -35641 | -21579 | -35641 |
Avg Bars in Trades | 79 | 79 | 80 | 79 | 79 | 80 |
Avg Bars in Winners | 68 | 75 | 62 | 68 | 75 | 62 |
Avg Bars in Losers | 98 | 84 | 114 | 98 | 84 | 114 |
Bars Traded | 12928 | 6408 | 6520 | 12928 | 6408 | 6520 |
Profit Streak | 140.8885 | 140.8885 | 142.6802 | 140.8885 | 140.8885 | 142.6802 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311112 | -6623 | -68255 | -13027 | -6766 | -523904 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 146, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 146, "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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