Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 453638.6638 | 232817.4679 | 220821.1959 | 1733925.8633 | 461622.9353 | 1272302.9281 |
Total P&L (%) | 453.6387 | 232.8175 | 220.8212 | 1733.9259 | 461.6229 | 1272.3029 |
Avg Daily Profit (%) | 0.4051 | 0.2079 | 0.1972 | 0.2601 | 0.1542 | 0.2342 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43614 | -53454 | -28084 | -1058979 | -1079683 | -693294 |
Profit Factor | 1.7086 | 1.6139 | 1.8462 | 1.2494 | 1.116 | 1.4276 |
Total Trades | 250 | 125 | 125 | 250 | 125 | 125 |
Winning Trades | 123 | 57 | 66 | 123 | 57 | 66 |
Losing Trades | 127 | 68 | 59 | 127 | 68 | 59 |
Profitability (%) | 49.2 | 45.6 | 52.8 | 49.2 | 45.6 | 52.8 |
Ratio Avg Win / Avg Loss | 1.7642 | 1.9253 | 1.6504 | 1.29 | 1.3314 | 1.2762 |
Largest Winning Trade | 177035 | 177035 | 34140 | 514611 | 481087 | 514611 |
Largest Losing Trade | -16164 | -16164 | -15186 | -312323 | -312323 | -275819 |
Avg Bars in Trades | 52 | 42 | 63 | 52 | 42 | 63 |
Avg Bars in Winners | 51 | 37 | 62 | 51 | 37 | 62 |
Avg Bars in Losers | 54 | 47 | 63 | 54 | 47 | 63 |
Bars Traded | 13215 | 5320 | 7895 | 13215 | 5320 | 7895 |
Profit Streak | 0 | 10.1957 | 0 | 0 | 10.1957 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 489925 | 340892 | 404687 | 335629 | -86923 | 336032 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 32, "offset": 0 } } }
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# | 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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