Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 69585.7677 | 43043.2062 | 26542.5615 | 89854.7271 | 52993.8722 | 36860.8549 |
Total P&L (%) | 69.5858 | 43.0432 | 26.5426 | 89.8547 | 52.9939 | 36.8609 |
Avg Daily Profit (%) | 0.8016 | 0.4958 | 0.3058 | 0.7412 | 0.491 | 0.3621 |
Buy And Hold Return (%) | 11.8586 | 11.8586 | 11.8586 | 11.8586 | 11.8586 | 11.8586 |
Max Trade Drawdown | -21365 | -15645 | -12569 | -36494 | -26581 | -17022 |
Profit Factor | 1.9023 | 2.4458 | 1.5606 | 1.8413 | 2.1746 | 1.5976 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Losing Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Profitability (%) | 69.7368 | 68.4211 | 71.0526 | 69.7368 | 68.4211 | 71.0526 |
Ratio Avg Win / Avg Loss | 0.8255 | 1.1288 | 0.6358 | 0.7991 | 1.0036 | 0.6509 |
Largest Winning Trade | 8464 | 8464 | 6922 | 12064 | 12064 | 8971 |
Largest Losing Trade | -9607 | -9538 | -9607 | -15879 | -15879 | -11346 |
Avg Bars in Trades | 322 | 316 | 327 | 322 | 316 | 327 |
Avg Bars in Winners | 221 | 249 | 194 | 221 | 249 | 194 |
Avg Bars in Losers | 554 | 462 | 655 | 554 | 462 | 655 |
Bars Traded | 24475 | 12021 | 12454 | 24475 | 12021 | 12454 |
Profit Streak | 4.7929 | 4.7929 | 4.8102 | 4.7929 | 4.7929 | 4.8102 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -38557 | 468676 | 196653 | -38423 | 475209 | 304424 |
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{ "first_band": { "type": "sma", "factors": { "length": 170, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 189, "offset": 222 } } }
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# | 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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