Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1024949.6842 | 890886.3728 | 134063.3114 | 1721522.6341 | 1439263.6752 | 282258.9589 |
Total P&L (%) | 1024.9497 | 890.8864 | 134.0633 | 1721.5226 | 1439.2637 | 282.259 |
Avg Daily Profit (%) | 0.5469 | 0.4754 | 0.0715 | 0.155 | 0.146 | 0.0716 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170379 | -128044 | -123174 | -1228774 | -877800 | -667718 |
Profit Factor | 2.6796 | 3.6512 | 1.4889 | 1.4876 | 1.7442 | 1.1768 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 47.8873 | 42.8571 | 52.7778 | 47.8873 | 42.8571 | 52.7778 |
Ratio Avg Win / Avg Loss | 2.916 | 4.8682 | 1.3322 | 1.6188 | 2.3257 | 1.0529 |
Largest Winning Trade | 484672 | 484672 | 53209 | 1194104 | 1194104 | 513959 |
Largest Losing Trade | -47628 | -40355 | -47628 | -841172 | -841172 | -392084 |
Avg Bars in Trades | 48 | 62 | 35 | 48 | 62 | 35 |
Avg Bars in Winners | 64 | 83 | 48 | 64 | 83 | 48 |
Avg Bars in Losers | 35 | 47 | 20 | 35 | 47 | 20 |
Bars Traded | 3470 | 2203 | 1268 | 3470 | 2203 | 1268 |
Profit Streak | 118.0403 | 171.0403 | 118.0403 | 118.0403 | 171.0403 | 118.0403 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -75026 | 539691 | -95260 | -81146 | 121216 | -122535 |
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{ "first_band": { "type": "sma", "factors": { "length": 51, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 101, "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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