Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 886825.5798 | 887898.4652 | -1072.8855 | 263208.725 | 172383.9426 | 90824.7824 |
Total P&L (%) | 886.8256 | 887.8985 | -1.0729 | 263.2087 | 172.3839 | 90.8248 |
Avg Daily Profit (%) | 0.3542 | 0.3546 | -0.0004 | 0.0515 | 0.04 | 0.0258 |
Buy And Hold Return (%) | 375.5715 | 375.5715 | 375.5715 | 375.5715 | 375.5715 | 375.5715 |
Max Trade Drawdown | -80417 | -74340 | -47547 | -415899 | -424473 | -207264 |
Profit Factor | 3.228 | 4.2304 | 0.9913 | 1.1874 | 1.1692 | 1.2357 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 47.9452 | 41.6667 | 54.0541 | 47.9452 | 41.6667 | 54.0541 |
Ratio Avg Win / Avg Loss | 3.5047 | 5.9225 | 0.8426 | 1.2892 | 1.6368 | 1.0503 |
Largest Winning Trade | 913640 | 913640 | 27592 | 529022 | 529022 | 141842 |
Largest Losing Trade | -31777 | -31777 | -29041 | -137800 | -135483 | -137800 |
Avg Bars in Trades | 92 | 150 | 36 | 92 | 150 | 36 |
Avg Bars in Winners | 104 | 197 | 35 | 104 | 197 | 35 |
Avg Bars in Losers | 82 | 117 | 38 | 82 | 117 | 38 |
Bars Traded | 6777 | 5428 | 1349 | 6777 | 5428 | 1349 |
Profit Streak | 19.4703 | 0 | 113.8036 | 19.4703 | 0 | 113.8036 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -65473 | 319872 | -578894 | -380773 | -341797 | -322597 |
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{ "first_band": { "type": "sma", "factors": { "length": 238, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 226, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 238, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 226, "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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