Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 203171.3881 | 27414.102 | 175757.2861 | 101377.9533 | -2183.5039 | 103561.4571 |
Total P&L (%) | 203.1714 | 27.4141 | 175.7573 | 101.378 | -2.1835 | 103.5615 |
Avg Daily Profit (%) | 0.196 | 0.0265 | 0.1696 | 0.0676 | -0.0021 | 0.0686 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134206 | -112960 | -56538 | -284072 | -189816 | -159929 |
Profit Factor | 1.2606 | 1.0625 | 1.5158 | 1.0845 | 0.9965 | 1.182 |
Total Trades | 239 | 120 | 119 | 239 | 120 | 119 |
Winning Trades | 142 | 69 | 73 | 142 | 69 | 73 |
Losing Trades | 97 | 51 | 46 | 97 | 51 | 46 |
Profitability (%) | 59.4142 | 57.5 | 61.3445 | 59.4142 | 57.5 | 61.3445 |
Ratio Avg Win / Avg Loss | 0.8611 | 0.7853 | 0.9552 | 0.7409 | 0.7366 | 0.7448 |
Largest Winning Trade | 39771 | 39771 | 30067 | 44301 | 44301 | 37528 |
Largest Losing Trade | -39941 | -34235 | -39941 | -64198 | -64198 | -58985 |
Avg Bars in Trades | 102 | 106 | 99 | 102 | 106 | 99 |
Avg Bars in Winners | 75 | 82 | 69 | 75 | 82 | 69 |
Avg Bars in Losers | 142 | 140 | 145 | 142 | 140 | 145 |
Bars Traded | 24606 | 12824 | 11782 | 24606 | 12824 | 11782 |
Profit Streak | 2.5177 | 2.5177 | 16.2677 | 2.5177 | 2.5177 | 16.2677 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 256183 | -315218 | 338375 | -230550 | -581640 | -121058 |
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{ "first_band": { "type": "sma", "factors": { "length": 83, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 223, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 83, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 223, "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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