Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 408042.139 | 439559.517 | -31517.378 | 28673.0875 | 187186.6244 | -158513.5368 |
Total P&L (%) | 408.0421 | 439.5595 | -31.5174 | 28.6731 | 187.1866 | -158.5135 |
Avg Daily Profit (%) | 0.1737 | 0.1871 | -0.0134 | 0.0107 | 0.0449 | 0 |
Buy And Hold Return (%) | 20.045 | 20.045 | 20.045 | 20.045 | 20.045 | 20.045 |
Max Trade Drawdown | -144496 | -68037 | -115713 | -400523 | -243520 | -219200 |
Profit Factor | 1.7334 | 2.6995 | 0.8941 | 1.0274 | 1.3561 | 0.6965 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Losing Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Profitability (%) | 52.9412 | 59.5238 | 46.5116 | 52.9412 | 59.5238 | 46.5116 |
Ratio Avg Win / Avg Loss | 1.5408 | 1.8357 | 1.0282 | 0.9132 | 0.9222 | 0.8009 |
Largest Winning Trade | 364986 | 364986 | 56979 | 372522 | 372522 | 103197 |
Largest Losing Trade | -54865 | -54865 | -41187 | -205121 | -205121 | -100725 |
Avg Bars in Trades | 49 | 68 | 30 | 49 | 68 | 30 |
Avg Bars in Winners | 55 | 66 | 41 | 55 | 66 | 41 |
Avg Bars in Losers | 42 | 71 | 20 | 42 | 71 | 20 |
Bars Traded | 4195 | 2877 | 1318 | 4195 | 2877 | 1318 |
Profit Streak | 143.6756 | 0 | 145.6756 | 143.6756 | 0 | 145.6756 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 427039 | 501794 | -579844 | -401276 | -132885 | -581511 |
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{ "first_band": { "type": "sma", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 154, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 154, "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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