Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1181319.1339 | 1149134.1789 | 32184.955 | 559199.2868 | 232400.4393 | 326798.8474 |
Total P&L (%) | 1181.3191 | 1149.1342 | 32.185 | 559.1993 | 232.4004 | 326.7988 |
Avg Daily Profit (%) | 0.6398 | 0.6223 | 0.0174 | 0.1022 | 0.0651 | 0.0786 |
Buy And Hold Return (%) | 175.6322 | 175.6322 | 175.6322 | 175.6322 | 175.6322 | 175.6322 |
Max Trade Drawdown | -98723 | -68714 | -74461 | -1600704 | -1332202 | -683319 |
Profit Factor | 3.0644 | 5.381 | 1.1038 | 1.1105 | 1.0836 | 1.1434 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Profitability (%) | 39.4737 | 34.2105 | 44.7368 | 39.4737 | 34.2105 | 44.7368 |
Ratio Avg Win / Avg Loss | 4.6987 | 10.348 | 1.3636 | 1.7028 | 2.0839 | 1.4124 |
Largest Winning Trade | 903861 | 903861 | 76415 | 766152 | 766152 | 501916 |
Largest Losing Trade | -74461 | -33920 | -74461 | -755811 | -755811 | -683319 |
Avg Bars in Trades | 141 | 147 | 135 | 141 | 147 | 135 |
Avg Bars in Winners | 266 | 288 | 249 | 266 | 288 | 249 |
Avg Bars in Losers | 60 | 74 | 43 | 60 | 74 | 43 |
Bars Traded | 10763 | 5610 | 5153 | 10763 | 5610 | 5153 |
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 | -40403 | 478426 | -443676 | -214775 | -304819 | -160642 |
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{ "first_band": { "type": "sma", "factors": { "length": 203, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 97, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 203, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 97, "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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