Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1152050.2343 | 974848.2282 | 177202.0061 | 1469660.1436 | 1009651.6615 | 460008.4821 |
Total P&L (%) | 1152.0502 | 974.8482 | 177.202 | 1469.6601 | 1009.6517 | 460.0085 |
Avg Daily Profit (%) | 0.6217 | 0.5261 | 0.0956 | 0.1487 | 0.13 | 0.093 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130436 | -72345 | -76971 | -1474781 | -690138 | -989465 |
Profit Factor | 3.7854 | 6.7586 | 1.7253 | 1.3961 | 1.6939 | 1.204 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 50 | 45.7143 | 54.2857 | 50 | 45.7143 | 54.2857 |
Ratio Avg Win / Avg Loss | 3.7854 | 8.0258 | 1.4529 | 1.3961 | 2.0115 | 1.0139 |
Largest Winning Trade | 909991 | 909991 | 65742 | 942699 | 942699 | 438447 |
Largest Losing Trade | -76971 | -22679 | -76971 | -805347 | -262401 | -805347 |
Avg Bars in Trades | 77 | 75 | 79 | 77 | 75 | 79 |
Avg Bars in Winners | 107 | 104 | 110 | 107 | 104 | 110 |
Avg Bars in Losers | 47 | 51 | 42 | 47 | 51 | 42 |
Bars Traded | 5425 | 2643 | 2782 | 5425 | 2643 | 2782 |
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 | -80231 | 636365 | -62594 | -92224 | -17573 | -68742 |
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{ "first_band": { "type": "sma", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 70, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 70, "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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