Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 339532.4076 | 195198.3123 | 144334.0953 | 678861.7931 | -6304.5561 | 685166.3492 |
Total P&L (%) | 339.5324 | 195.1983 | 144.3341 | 678.8618 | -6.3046 | 685.1663 |
Avg Daily Profit (%) | 0.326 | 0.1874 | 0.1386 | 0.1972 | -0.0063 | 0.198 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78548 | -72137 | -55457 | -1282473 | -920388 | -610342 |
Profit Factor | 1.6287 | 1.6978 | 1.5544 | 1.1976 | 0.9969 | 1.4976 |
Total Trades | 221 | 110 | 111 | 221 | 110 | 111 |
Winning Trades | 157 | 80 | 77 | 157 | 80 | 77 |
Losing Trades | 64 | 30 | 34 | 64 | 30 | 34 |
Profitability (%) | 71.0407 | 72.7273 | 69.3694 | 71.0407 | 72.7273 | 69.3694 |
Ratio Avg Win / Avg Loss | 0.6639 | 0.6367 | 0.6864 | 0.4882 | 0.3739 | 0.6613 |
Largest Winning Trade | 29102 | 29102 | 20533 | 239261 | 239261 | 231482 |
Largest Losing Trade | -54288 | -45279 | -54288 | -843808 | -843808 | -588146 |
Avg Bars in Trades | 110 | 111 | 109 | 110 | 111 | 109 |
Avg Bars in Winners | 67 | 68 | 66 | 67 | 68 | 66 |
Avg Bars in Losers | 215 | 226 | 206 | 215 | 226 | 206 |
Bars Traded | 24439 | 12298 | 12141 | 24439 | 12298 | 12141 |
Profit Streak | 11.4508 | 12.2008 | 11.4508 | 11.4508 | 12.2008 | 11.4508 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 503204 | 415270 | -4925 | 293810 | -577195 | 389084 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 45, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 201, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 45, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 201, "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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