Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 797329.5416 | 543850.2762 | 253479.2655 | 4341187.72 | 70996.7148 | 4270191.0052 |
Total P&L (%) | 797.3295 | 543.8503 | 253.4793 | 4341.1877 | 70.9967 | 4270.191 |
Avg Daily Profit (%) | 0.4185 | 0.2855 | 0.1331 | 0.1993 | 0.0282 | 0.1985 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94296 | -109837 | -53723 | -2031434 | -2441046 | -1431939 |
Profit Factor | 2.5366 | 2.6337 | 2.3629 | 1.4279 | 1.0099 | 2.4411 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 45 | 19 | 26 | 45 | 19 | 26 |
Losing Trades | 46 | 26 | 20 | 46 | 26 | 20 |
Profitability (%) | 49.4505 | 42.2222 | 56.5217 | 49.4505 | 42.2222 | 56.5217 |
Ratio Avg Win / Avg Loss | 2.593 | 3.604 | 1.8176 | 1.4596 | 1.3819 | 1.8778 |
Largest Winning Trade | 266730 | 266730 | 60720 | 2515635 | 2515635 | 1193961 |
Largest Losing Trade | -65638 | -65638 | -24060 | -1734945 | -1734945 | -813358 |
Avg Bars in Trades | 57 | 83 | 33 | 57 | 83 | 33 |
Avg Bars in Winners | 64 | 84 | 49 | 64 | 84 | 49 |
Avg Bars in Losers | 51 | 81 | 12 | 51 | 81 | 12 |
Bars Traded | 5271 | 3737 | 1534 | 5271 | 3737 | 1534 |
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 | 531743 | 389981 | -9973 | 321353 | -367866 | 489431 |
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{ "first_band": { "type": "sma", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 144, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 144, "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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