Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 540714.9971 | 579024.8464 | -38309.8493 | 47528.6613 | 400499.0066 | -352970.3453 |
Total P&L (%) | 540.715 | 579.0248 | -38.3098 | 47.5287 | 400.499 | -352.9703 |
Avg Daily Profit (%) | 0.2948 | 0.3157 | -0.0209 | 0.0212 | 0.0878 | 0 |
Buy And Hold Return (%) | 135.4046 | 135.4046 | 135.4046 | 135.4046 | 135.4046 | 135.4046 |
Max Trade Drawdown | -172312 | -140152 | -105083 | -760406 | -523918 | -464234 |
Profit Factor | 1.6486 | 2.4843 | 0.9136 | 1.0209 | 1.358 | 0.695 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Losing Trades | 74 | 38 | 36 | 74 | 38 | 36 |
Profitability (%) | 47.5177 | 46.4789 | 48.5714 | 47.5177 | 46.4789 | 48.5714 |
Ratio Avg Win / Avg Loss | 1.8209 | 2.8607 | 0.9674 | 1.1275 | 1.5637 | 0.7359 |
Largest Winning Trade | 464469 | 464469 | 53474 | 555715 | 555715 | 156903 |
Largest Losing Trade | -48163 | -48163 | -45464 | -282040 | -282040 | -175811 |
Avg Bars in Trades | 25 | 22 | 27 | 25 | 22 | 27 |
Avg Bars in Winners | 29 | 24 | 34 | 29 | 24 | 34 |
Avg Bars in Losers | 21 | 21 | 21 | 21 | 21 | 21 |
Bars Traded | 3551 | 1617 | 1934 | 3551 | 1617 | 1934 |
Profit Streak | 30.8437 | 30.8437 | 47.3437 | 30.8437 | 30.8437 | 47.3437 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 375428 | -75724 | -674954 | -527181 | -164783 | -674954 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 53, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 18, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 53, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 18, "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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