Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 436132.9893 | 364241.3576 | 71891.6317 | 279388.1421 | 86228.7359 | 193159.4061 |
Total P&L (%) | 436.133 | 364.2414 | 71.8916 | 279.3881 | 86.2287 | 193.1594 |
Avg Daily Profit (%) | 0.407 | 0.3399 | 0.0671 | 0.1245 | 0.058 | 0.1004 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90074 | -69168 | -39178 | -563580 | -475112 | -231260 |
Profit Factor | 2.2761 | 2.5683 | 1.6565 | 1.1606 | 1.0698 | 1.3833 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Profitability (%) | 55.5556 | 48.3871 | 62.5 | 55.5556 | 48.3871 | 62.5 |
Ratio Avg Win / Avg Loss | 1.8209 | 2.7395 | 0.9939 | 0.9285 | 1.1411 | 0.83 |
Largest Winning Trade | 371135 | 371135 | 26895 | 430382 | 430382 | 146944 |
Largest Losing Trade | -46476 | -46476 | -32264 | -389266 | -389266 | -187157 |
Avg Bars in Trades | 94 | 117 | 71 | 94 | 117 | 71 |
Avg Bars in Winners | 100 | 112 | 91 | 100 | 112 | 91 |
Avg Bars in Losers | 86 | 121 | 38 | 86 | 121 | 38 |
Bars Traded | 5938 | 3638 | 2300 | 5938 | 3638 | 2300 |
Profit Streak | 87.3023 | 87.3023 | 166.8023 | 87.3023 | 87.3023 | 166.8023 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -135193 | 489768 | -100030 | -221272 | -259308 | -57026 |
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{ "first_band": { "type": "sma", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 196, "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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