Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 481076.7866 | 376683.0035 | 104393.7831 | 908229.1348 | 186376.0516 | 721853.0832 |
Total P&L (%) | 481.0768 | 376.683 | 104.3938 | 908.2291 | 186.3761 | 721.8531 |
Avg Daily Profit (%) | 0.192 | 0.1503 | 0.0417 | 0.0923 | 0.042 | 0.0841 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82287 | -111082 | -104579 | -1484057 | -948072 | -956129 |
Profit Factor | 1.472 | 1.7818 | 1.1942 | 1.1531 | 1.0629 | 1.2433 |
Total Trades | 300 | 150 | 150 | 300 | 150 | 150 |
Winning Trades | 128 | 66 | 62 | 128 | 66 | 62 |
Losing Trades | 172 | 84 | 88 | 172 | 84 | 88 |
Profitability (%) | 42.6667 | 44 | 41.3333 | 42.6667 | 44 | 41.3333 |
Ratio Avg Win / Avg Loss | 1.978 | 2.2677 | 1.695 | 1.5495 | 1.3527 | 1.7646 |
Largest Winning Trade | 89740 | 89740 | 47411 | 473801 | 473801 | 454001 |
Largest Losing Trade | -32821 | -21005 | -32821 | -705440 | -232903 | -705440 |
Avg Bars in Trades | 49 | 54 | 44 | 49 | 54 | 44 |
Avg Bars in Winners | 71 | 77 | 64 | 71 | 77 | 64 |
Avg Bars in Losers | 33 | 36 | 30 | 33 | 36 | 30 |
Bars Traded | 14882 | 8214 | 6668 | 14882 | 8214 | 6668 |
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 | 306560 | 305020 | -146160 | -121674 | -290300 | -82554 |
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{ "first_band": { "type": "sma", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 57, "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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