Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 410618.113 | 339419.358 | 71198.755 | 164436.897 | -65180.9645 | 229617.8615 |
Total P&L (%) | 410.6181 | 339.4194 | 71.1988 | 164.4369 | -65.181 | 229.6179 |
Avg Daily Profit (%) | 0.1752 | 0.1448 | 0.0304 | 0.0415 | -0.045 | 0.0509 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -237123 | -158194 | -129552 | -917777 | -776090 | -327918 |
Profit Factor | 1.4789 | 1.7012 | 1.1907 | 1.0766 | 0.9541 | 1.3169 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 88 | 40 | 48 | 88 | 40 | 48 |
Losing Trades | 90 | 49 | 41 | 90 | 49 | 41 |
Profitability (%) | 49.4382 | 44.9438 | 53.9326 | 49.4382 | 44.9438 | 53.9326 |
Ratio Avg Win / Avg Loss | 1.5125 | 2.0839 | 1.017 | 1.1011 | 1.1688 | 1.1248 |
Largest Winning Trade | 134451 | 134451 | 41134 | 252489 | 252489 | 140404 |
Largest Losing Trade | -42252 | -38011 | -42252 | -294585 | -294585 | -126488 |
Avg Bars in Trades | 77 | 107 | 46 | 77 | 107 | 46 |
Avg Bars in Winners | 100 | 149 | 60 | 100 | 149 | 60 |
Avg Bars in Losers | 53 | 73 | 30 | 53 | 73 | 30 |
Bars Traded | 13718 | 9564 | 4154 | 13718 | 9564 | 4154 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 374783 | 43391 | -162906 | -272999 | -581393 | -124560 |
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{ "first_band": { "type": "sma", "factors": { "length": 235, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 250, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 235, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 250, "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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