Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 306302.2209 | 301408.2668 | 4893.9541 | -31843.7177 | 283036.6448 | -314880.3624 |
Total P&L (%) | 306.3022 | 301.4083 | 4.894 | -31.8437 | 283.0366 | -314.8804 |
Avg Daily Profit (%) | 0.217 | 0.2135 | 0.0035 | -0.0272 | 0.0952 | 0 |
Buy And Hold Return (%) | 46.6236 | 46.6236 | 46.6236 | 46.6236 | 46.6236 | 46.6236 |
Max Trade Drawdown | -120991 | -82671 | -165694 | -1163875 | -646435 | -779791 |
Profit Factor | 1.4317 | 2.1038 | 1.0112 | 0.9892 | 1.2369 | 0.8217 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 73 | 35 | 38 | 73 | 35 | 38 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 64.6018 | 61.4035 | 67.8571 | 64.6018 | 61.4035 | 67.8571 |
Ratio Avg Win / Avg Loss | 0.7845 | 1.3224 | 0.479 | 0.5421 | 0.7775 | 0.3892 |
Largest Winning Trade | 58781 | 58781 | 41127 | 313592 | 173469 | 313592 |
Largest Losing Trade | -82714 | -37718 | -82714 | -531493 | -316970 | -531493 |
Avg Bars in Trades | 71 | 47 | 96 | 71 | 47 | 96 |
Avg Bars in Winners | 62 | 37 | 84 | 62 | 37 | 84 |
Avg Bars in Losers | 89 | 64 | 120 | 89 | 64 | 120 |
Bars Traded | 8106 | 2717 | 5389 | 8106 | 2717 | 5389 |
Profit Streak | 471.6871 | 471.6871 | 497.1871 | 471.6871 | 471.6871 | 497.1871 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354776 | -167723 | -740210 | -577624 | -246497 | -757164 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 190, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 133, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 190, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 133, "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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