Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1656849.1167 | 1539869.9994 | 116979.1173 | 4641692.4504 | 1524527.3571 | 3117165.0933 |
Total P&L (%) | 1656.8491 | 1539.87 | 116.9791 | 4641.6925 | 1524.5274 | 3117.1651 |
Avg Daily Profit (%) | 0.8834 | 0.821 | 0.0624 | 0.206 | 0.1488 | 0.1852 |
Buy And Hold Return (%) | 263.1025 | 263.1025 | 263.1025 | 263.1025 | 263.1025 | 263.1025 |
Max Trade Drawdown | -69694 | -106805 | -38678 | -3760207 | -2684295 | -2532866 |
Profit Factor | 4.4311 | 6.5712 | 1.5665 | 1.3614 | 1.206 | 1.5725 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 30 | 12 | 18 | 30 | 12 | 18 |
Losing Trades | 59 | 33 | 26 | 59 | 33 | 26 |
Profitability (%) | 33.7079 | 26.6667 | 40.9091 | 33.7079 | 26.6667 | 40.9091 |
Ratio Avg Win / Avg Loss | 8.7144 | 18.0707 | 2.2627 | 2.6774 | 3.3166 | 2.2713 |
Largest Winning Trade | 1199889 | 1199889 | 56513 | 2094414 | 2094414 | 1841550 |
Largest Losing Trade | -24368 | -22058 | -24368 | -873961 | -671248 | -873961 |
Avg Bars in Trades | 81 | 69 | 94 | 81 | 69 | 94 |
Avg Bars in Winners | 175 | 170 | 179 | 175 | 170 | 179 |
Avg Bars in Losers | 33 | 32 | 35 | 33 | 32 | 35 |
Bars Traded | 7271 | 3114 | 4157 | 7271 | 3114 | 4157 |
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 | 505778 | -1455 | -276074 | 128178 | -16637 | 262611 |
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{ "first_band": { "type": "sma", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 13, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 13, "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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