Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1090390.1744 | 888343.2044 | 202046.97 | 51737212.66 | 44253689.64 | 7483523.02 |
Total P&L (%) | 1090.3902 | 888.3432 | 202.047 | 51737.2127 | 44253.6896 | 7483.523 |
Avg Daily Profit (%) | 0.4355 | 0.3548 | 0.0807 | 0.25 | 0.2437 | 0.173 |
Buy And Hold Return (%) | 820.3974 | 820.3974 | 820.3974 | 820.3974 | 820.3974 | 820.3974 |
Max Trade Drawdown | -87275 | -86979 | -70681 | -1595884 | -1556778 | -1521677 |
Profit Factor | 4.1884 | 6.6081 | 2.1006 | 8.7921 | 16.4586 | 2.9814 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Losing Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Profitability (%) | 63.3803 | 68.5714 | 58.3333 | 63.3803 | 68.5714 | 58.3333 |
Ratio Avg Win / Avg Loss | 2.42 | 3.0287 | 1.5004 | 5.0799 | 7.5435 | 2.1295 |
Largest Winning Trade | 347498 | 347498 | 58110 | 22455480 | 22455480 | 3423620 |
Largest Losing Trade | -70681 | -23316 | -70681 | -1521677 | -1231676 | -1521677 |
Avg Bars in Trades | 100 | 120 | 80 | 100 | 120 | 80 |
Avg Bars in Winners | 121 | 127 | 114 | 121 | 127 | 114 |
Avg Bars in Losers | 64 | 106 | 32 | 64 | 106 | 32 |
Bars Traded | 7114 | 4226 | 2888 | 7114 | 4226 | 2888 |
Profit Streak | 449.1278 | 460.4612 | 449.1278 | 449.1278 | 460.4612 | 449.1278 |
Trades During Streak | 8 | 5 | 4 | 8 | 5 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -133977 | -118350 | -244555 | -70843 | 745594 | 573682 |
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{ "first_band": { "type": "sma", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 210, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 210, "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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