Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 630690.4674 | 538886.4225 | 91804.0449 | 18502.9479 | -389886.8357 | 408389.7836 |
Total P&L (%) | 630.6905 | 538.8864 | 91.804 | 18.5029 | -389.8868 | 408.3898 |
Avg Daily Profit (%) | 0.428 | 0.3657 | 0.0623 | 0.0115 | 0 | 0.1104 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -256380 | -234459 | -108519 | -2032468 | -1830969 | -721414 |
Profit Factor | 1.7898 | 2.0051 | 1.3499 | 1.0038 | 0.8834 | 1.2618 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 52 | 20 | 32 | 52 | 20 | 32 |
Losing Trades | 63 | 37 | 26 | 63 | 37 | 26 |
Profitability (%) | 45.2174 | 35.0877 | 55.1724 | 45.2174 | 35.0877 | 55.1724 |
Ratio Avg Win / Avg Loss | 2.1684 | 3.7094 | 1.0968 | 1.2161 | 1.6342 | 1.0252 |
Largest Winning Trade | 458321 | 458321 | 42923 | 853728 | 853728 | 296627 |
Largest Losing Trade | -46310 | -35947 | -46310 | -536388 | -536388 | -481435 |
Avg Bars in Trades | 36 | 50 | 22 | 36 | 50 | 22 |
Avg Bars in Winners | 43 | 69 | 26 | 43 | 69 | 26 |
Avg Bars in Losers | 30 | 39 | 17 | 30 | 39 | 17 |
Bars Traded | 4173 | 2863 | 1310 | 4173 | 2863 | 1310 |
Profit Streak | 87.0847 | 91.0847 | 87.0847 | 87.0847 | 91.0847 | 87.0847 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 476388 | -171908 | -287502 | -401855 | -763172 | -223898 |
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{ "first_band": { "type": "sma", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 105, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 105, "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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