Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 80013.1281 | 51679.1014 | 28334.0268 | 74034.0967 | 64015.0755 | 10019.0212 |
Total P&L (%) | 80.0131 | 51.6791 | 28.334 | 74.0341 | 64.0151 | 10.019 |
Avg Daily Profit (%) | 0.576 | 0.372 | 0.204 | 0.3997 | 0.3568 | 0.0688 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51909 | -29116 | -46675 | -83998 | -26015 | -72822 |
Profit Factor | 1.2551 | 1.3895 | 1.1566 | 1.1883 | 1.4093 | 1.0423 |
Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Winning Trades | 99 | 51 | 48 | 99 | 51 | 48 |
Losing Trades | 119 | 58 | 61 | 119 | 58 | 61 |
Profitability (%) | 45.4128 | 46.789 | 44.0367 | 45.4128 | 46.789 | 44.0367 |
Ratio Avg Win / Avg Loss | 1.5087 | 1.5802 | 1.4698 | 1.4283 | 1.6028 | 1.3246 |
Largest Winning Trade | 22591 | 22591 | 16545 | 29103 | 29103 | 16458 |
Largest Losing Trade | -18904 | -9813 | -18904 | -25099 | -8924 | -25099 |
Avg Bars in Trades | 60 | 59 | 61 | 60 | 59 | 61 |
Avg Bars in Winners | 80 | 79 | 81 | 80 | 79 | 81 |
Avg Bars in Losers | 43 | 42 | 45 | 43 | 42 | 45 |
Bars Traded | 13168 | 6489 | 6679 | 13168 | 6489 | 6679 |
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 | 335926 | 227437 | -48260 | -6510 | 256735 | -444664 |
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{ "first_band": { "type": "sma", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 38, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 38, "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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