Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 258259.8788 | 71081.2009 | 187178.6779 | -221346.8561 | -32086.1713 | -189260.6848 |
Total P&L (%) | 258.2599 | 71.0812 | 187.1787 | -221.3469 | -32.0862 | -189.2607 |
Avg Daily Profit (%) | 0.2489 | 0.0685 | 0.1804 | 0 | -0.0373 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123491 | -80714 | -111919 | -229193 | -44992 | -196645 |
Profit Factor | 1.3888 | 1.1959 | 1.6209 | 0.4707 | 0.7943 | 0.2783 |
Total Trades | 203 | 102 | 101 | 203 | 102 | 101 |
Winning Trades | 124 | 63 | 61 | 77 | 38 | 39 |
Losing Trades | 79 | 39 | 40 | 126 | 64 | 62 |
Profitability (%) | 61.0837 | 61.7647 | 60.396 | 37.931 | 37.2549 | 38.6139 |
Ratio Avg Win / Avg Loss | 0.8848 | 0.7403 | 1.0629 | 0.7703 | 1.3378 | 0.4424 |
Largest Winning Trade | 35792 | 33594 | 35792 | 20817 | 20817 | 19371 |
Largest Losing Trade | -109559 | -39742 | -109559 | -102087 | -23860 | -102087 |
Avg Bars in Trades | 60 | 56 | 64 | 60 | 56 | 64 |
Avg Bars in Winners | 48 | 42 | 55 | 74 | 76 | 71 |
Avg Bars in Losers | 78 | 79 | 78 | 52 | 44 | 60 |
Bars Traded | 12291 | 5744 | 6546 | 12291 | 5744 | 6546 |
Profit Streak | 59.6494 | 61.8994 | 59.6494 | 0 | 0 | 0 |
Trades During Streak | 7 | 4 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 399242 | -105441 | 427233 | -584408 | -584350 | -585490 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 137, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 137, "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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