Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 164094.57 | 71742.124 | 92352.4459 | 98259.4624 | 53004.889 | 45254.5734 |
Total P&L (%) | 164.0946 | 71.7421 | 92.3524 | 98.2595 | 53.0049 | 45.2546 |
Avg Daily Profit (%) | 0.1773 | 0.0775 | 0.0998 | 0.074 | 0.046 | 0.0403 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54001 | -57226 | -70557 | -70947 | -48845 | -61791 |
Profit Factor | 1.3872 | 1.3697 | 1.402 | 1.2158 | 1.2589 | 1.1806 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 52.3364 | 50 | 54.717 | 52.3364 | 50 | 54.717 |
Ratio Avg Win / Avg Loss | 1.2634 | 1.3697 | 1.1603 | 1.1072 | 1.2589 | 0.977 |
Largest Winning Trade | 67133 | 67133 | 40003 | 43724 | 41154 | 43724 |
Largest Losing Trade | -40829 | -17957 | -40829 | -45326 | -24553 | -45326 |
Avg Bars in Trades | 99 | 76 | 122 | 99 | 76 | 122 |
Avg Bars in Winners | 89 | 67 | 109 | 89 | 67 | 109 |
Avg Bars in Losers | 110 | 86 | 138 | 110 | 86 | 138 |
Bars Traded | 10655 | 4146 | 6509 | 10655 | 4146 | 6509 |
Profit Streak | 0 | 0 | 16.1246 | 0 | 0 | 16.1246 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310738 | -268986 | -237905 | -94004 | -312871 | -343168 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 119, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 119, "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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