Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 712847.7123 | 590650.4473 | 122197.265 | 1209223.8501 | -449751.1158 | 1658974.9659 |
Total P&L (%) | 712.8477 | 590.6504 | 122.1973 | 1209.2239 | -449.7511 | 1658.975 |
Avg Daily Profit (%) | 0.3693 | 0.306 | 0.0633 | 0.1333 | 0 | 0.1487 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128619 | -71728 | -58765 | -1560614 | -1252412 | -584161 |
Profit Factor | 2.37 | 3.0808 | 1.5168 | 1.2332 | 0.8546 | 1.7927 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 61 | 32 | 29 | 61 | 32 | 29 |
Profitability (%) | 36.4583 | 33.3333 | 39.5833 | 36.4583 | 33.3333 | 39.5833 |
Ratio Avg Win / Avg Loss | 4.1305 | 6.1615 | 2.315 | 2.1492 | 1.7092 | 2.7362 |
Largest Winning Trade | 319589 | 319589 | 49895 | 660953 | 541727 | 660953 |
Largest Losing Trade | -35502 | -35502 | -32030 | -353258 | -353258 | -266454 |
Avg Bars in Trades | 117 | 101 | 133 | 117 | 101 | 133 |
Avg Bars in Winners | 201 | 164 | 231 | 201 | 164 | 231 |
Avg Bars in Losers | 69 | 69 | 68 | 69 | 69 | 68 |
Bars Traded | 11268 | 4873 | 6395 | 11268 | 4873 | 6395 |
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 | 323587 | 303723 | -109843 | -18838 | -584392 | 188987 |
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{ "first_band": { "type": "sma", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 50, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 50, "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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