Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1691496.1188 | 1660889.4521 | 30606.6667 | 470750.4036 | -985304.8798 | 1456055.2834 |
Total P&L (%) | 1691.4961 | 1660.8895 | 30.6067 | 470.7504 | -985.3049 | 1456.0553 |
Avg Daily Profit (%) | 0.7322 | 0.719 | 0.0133 | 0.0754 | 0 | 0.1189 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120056 | -122823 | -75520 | -5819490 | -6788862 | -1421560 |
Profit Factor | 3.6849 | 5.8287 | 1.107 | 1.0311 | 0.9075 | 1.3239 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Profitability (%) | 51.5152 | 54.5455 | 48.4848 | 51.5152 | 54.5455 | 48.4848 |
Ratio Avg Win / Avg Loss | 3.4681 | 4.8573 | 1.1762 | 0.9704 | 0.7562 | 1.4067 |
Largest Winning Trade | 1433454 | 1433454 | 47571 | 3151965 | 3151965 | 1694247 |
Largest Losing Trade | -70858 | -70858 | -43058 | -3343861 | -3343861 | -1369603 |
Avg Bars in Trades | 91 | 150 | 33 | 91 | 150 | 33 |
Avg Bars in Winners | 105 | 155 | 49 | 105 | 155 | 49 |
Avg Bars in Losers | 77 | 144 | 19 | 77 | 144 | 19 |
Bars Traded | 6071 | 4962 | 1109 | 6071 | 4962 | 1109 |
Profit Streak | 0 | 0 | 91.2523 | 0 | 0 | 91.2523 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -108885 | 771866 | -281078 | -408543 | -580213 | -33694 |
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{ "first_band": { "type": "sma", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 190, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 190, "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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