Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 734809.7855 | 689539.5888 | 45270.1967 | 496515.3112 | 252474.0673 | 244041.2439 |
Total P&L (%) | 734.8098 | 689.5396 | 45.2702 | 496.5153 | 252.4741 | 244.0412 |
Avg Daily Profit (%) | 0.3983 | 0.3737 | 0.0245 | 0.0968 | 0.0683 | 0.067 |
Buy And Hold Return (%) | 142.0852 | 142.0852 | 142.0852 | 142.0852 | 142.0852 | 142.0852 |
Max Trade Drawdown | -131210 | -79902 | -109581 | -1971072 | -1274090 | -1300979 |
Profit Factor | 1.6658 | 2.1551 | 1.0893 | 1.0432 | 1.0383 | 1.0498 |
Total Trades | 278 | 139 | 139 | 278 | 139 | 139 |
Winning Trades | 137 | 64 | 73 | 137 | 64 | 73 |
Losing Trades | 141 | 75 | 66 | 141 | 75 | 66 |
Profitability (%) | 49.2806 | 46.0432 | 52.518 | 49.2806 | 46.0432 | 52.518 |
Ratio Avg Win / Avg Loss | 1.7144 | 2.5255 | 0.9849 | 1.0737 | 1.2168 | 0.9491 |
Largest Winning Trade | 491292 | 491292 | 40616 | 918345 | 918345 | 647606 |
Largest Losing Trade | -40716 | -40716 | -27311 | -892913 | -892913 | -400593 |
Avg Bars in Trades | 26 | 29 | 23 | 26 | 29 | 23 |
Avg Bars in Winners | 31 | 38 | 25 | 31 | 38 | 25 |
Avg Bars in Losers | 21 | 21 | 21 | 21 | 21 | 21 |
Bars Traded | 7281 | 4044 | 3237 | 7281 | 4044 | 3237 |
Profit Streak | 13.7829 | 13.7829 | 53.5329 | 13.7829 | 13.7829 | 53.5329 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 511119 | 407171 | -447968 | -236822 | -289341 | -277854 |
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{ "first_band": { "type": "sma", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 82, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 82, "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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