Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 240458.0643 | 111802.3415 | 128655.7228 | 457723.2446 | 293378.5035 | 164344.7411 |
Total P&L (%) | 240.4581 | 111.8023 | 128.6557 | 457.7232 | 293.3785 | 164.3447 |
Avg Daily Profit (%) | 0.4617 | 0.2147 | 0.247 | 0.3305 | 0.2633 | 0.1868 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50836 | -44061 | -47308 | -347786 | -150866 | -370628 |
Profit Factor | 1.4856 | 1.4501 | 1.5212 | 1.2771 | 1.3525 | 1.2006 |
Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Winning Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Losing Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Profitability (%) | 50.7614 | 51.0204 | 50.5051 | 50.7614 | 51.0204 | 50.5051 |
Ratio Avg Win / Avg Loss | 1.441 | 1.3921 | 1.4908 | 1.2388 | 1.2984 | 1.1766 |
Largest Winning Trade | 43831 | 43831 | 24181 | 173095 | 173095 | 108353 |
Largest Losing Trade | -26625 | -26625 | -13536 | -104520 | -104520 | -99759 |
Avg Bars in Trades | 124 | 131 | 117 | 124 | 131 | 117 |
Avg Bars in Winners | 150 | 153 | 147 | 150 | 153 | 147 |
Avg Bars in Losers | 98 | 109 | 87 | 98 | 109 | 87 |
Bars Traded | 24591 | 12927 | 11663 | 24591 | 12927 | 11663 |
Profit Streak | 6.2078 | 0 | 16.2703 | 6.2078 | 0 | 16.2703 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 443918 | 288658 | 365308 | 357711 | 282140 | 276247 |
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{ "first_band": { "type": "sma", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 75, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 75, "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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