Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 64433.7294 | 41422.9385 | 23010.7909 | 52279.0036 | 48484.5682 | 3794.4353 |
Total P&L (%) | 64.4337 | 41.4229 | 23.0108 | 52.279 | 48.4846 | 3.7944 |
Avg Daily Profit (%) | 0.4639 | 0.2982 | 0.1657 | 0.3032 | 0.285 | 0.0268 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39946 | -25201 | -37635 | -55195 | -21556 | -61104 |
Profit Factor | 1.2646 | 1.385 | 1.1693 | 1.1788 | 1.4097 | 1.0218 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 107 | 51 | 56 | 107 | 51 | 56 |
Losing Trades | 71 | 38 | 33 | 71 | 38 | 33 |
Profitability (%) | 60.1124 | 57.3034 | 62.9213 | 60.1124 | 57.3034 | 62.9213 |
Ratio Avg Win / Avg Loss | 0.8392 | 1.032 | 0.6891 | 0.7822 | 1.0504 | 0.6021 |
Largest Winning Trade | 20270 | 20270 | 11039 | 21204 | 21204 | 13888 |
Largest Losing Trade | -24032 | -14489 | -24032 | -33714 | -14294 | -33714 |
Avg Bars in Trades | 73 | 74 | 72 | 73 | 74 | 72 |
Avg Bars in Winners | 62 | 60 | 63 | 62 | 60 | 63 |
Avg Bars in Losers | 90 | 92 | 87 | 90 | 92 | 87 |
Bars Traded | 13046 | 6606 | 6439 | 13046 | 6606 | 6439 |
Profit Streak | 126.6548 | 126.6548 | 126.6861 | 126.6548 | 126.6548 | 126.6861 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328575 | 229823 | -33061 | -16815 | 253794 | -520633 |
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{ "first_band": { "type": "sma", "factors": { "length": 33, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 168, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 33, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 168, "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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