Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 114718.2161 | 60739.0705 | 53979.1456 | 163785.7116 | 70828.6307 | 92957.0808 |
Total P&L (%) | 114.7182 | 60.7391 | 53.9791 | 163.7857 | 70.8286 | 92.9571 |
Avg Daily Profit (%) | 0.2499 | 0.1323 | 0.1176 | 0.2115 | 0.1167 | 0.1433 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32755 | -28799 | -25560 | -107532 | -95548 | -58962 |
Profit Factor | 1.6944 | 1.8184 | 1.5933 | 1.4725 | 1.4062 | 1.5396 |
Total Trades | 193 | 96 | 97 | 193 | 96 | 97 |
Winning Trades | 112 | 58 | 54 | 112 | 58 | 54 |
Losing Trades | 81 | 38 | 43 | 81 | 38 | 43 |
Profitability (%) | 58.0311 | 60.4167 | 55.6701 | 58.0311 | 60.4167 | 55.6701 |
Ratio Avg Win / Avg Loss | 1.2254 | 1.1913 | 1.2688 | 1.0649 | 0.9213 | 1.226 |
Largest Winning Trade | 9916 | 9916 | 9492 | 27811 | 27811 | 25522 |
Largest Losing Trade | -28799 | -28799 | -21768 | -95548 | -95548 | -50539 |
Avg Bars in Trades | 56 | 57 | 54 | 56 | 57 | 54 |
Avg Bars in Winners | 49 | 55 | 43 | 49 | 55 | 43 |
Avg Bars in Losers | 65 | 62 | 67 | 65 | 62 | 67 |
Bars Traded | 10817 | 5554 | 5263 | 10817 | 5554 | 5263 |
Profit Streak | 593.5128 | 594.3461 | 593.5128 | 593.5128 | 594.3461 | 593.5128 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 460213 | -13056 | -34590 | 413796 | -36502 | 14934 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 113, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 113, "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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