Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 172697.2274 | 114389.8373 | 58307.3901 | 312869.9283 | 220841.5368 | 92028.3915 |
Total P&L (%) | 172.6972 | 114.3898 | 58.3074 | 312.8699 | 220.8415 | 92.0284 |
Avg Daily Profit (%) | 0.6631 | 0.4393 | 0.2239 | 0.546 | 0.4487 | 0.2509 |
Buy And Hold Return (%) | 27.7717 | 27.7717 | 27.7717 | 27.7717 | 27.7717 | 27.7717 |
Max Trade Drawdown | -48466 | -32642 | -25630 | -133905 | -86230 | -103592 |
Profit Factor | 2.1596 | 2.6343 | 1.7387 | 1.7398 | 2.072 | 1.4243 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Losing Trades | 21 | 9 | 12 | 21 | 9 | 12 |
Profitability (%) | 69.1176 | 73.5294 | 64.7059 | 69.1176 | 73.5294 | 64.7059 |
Ratio Avg Win / Avg Loss | 0.9649 | 0.9483 | 0.9484 | 0.7774 | 0.7459 | 0.7769 |
Largest Winning Trade | 25914 | 24170 | 25914 | 66117 | 66117 | 56628 |
Largest Losing Trade | -30203 | -30203 | -18262 | -72930 | -72930 | -65698 |
Avg Bars in Trades | 353 | 341 | 366 | 353 | 341 | 366 |
Avg Bars in Winners | 260 | 279 | 238 | 260 | 279 | 238 |
Avg Bars in Losers | 563 | 512 | 601 | 563 | 512 | 601 |
Bars Traded | 24062 | 11602 | 12460 | 24062 | 11602 | 12460 |
Profit Streak | 7.4736 | 0 | 13.2653 | 7.4736 | 0 | 13.2653 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -99348 | 411600 | 132875 | -100639 | 451620 | 215041 |
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{ "first_band": { "type": "sma", "factors": { "length": 201, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 194, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 201, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 194, "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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