Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 785991.5342 | 838890.9307 | -52899.3965 | 1126192.7015 | 8730715.9874 | -7604523.2859 |
Total P&L (%) | 785.9915 | 838.8909 | -52.8994 | 1126.1927 | 8730.716 | -7604.5233 |
Avg Daily Profit (%) | 0.3203 | 0.3419 | -0.0216 | 0.1022 | 0.1828 | 0 |
Buy And Hold Return (%) | 3681.0519 | 3681.0519 | 3681.0519 | 3681.0519 | 3681.0519 | 3681.0519 |
Max Trade Drawdown | -282637 | -158317 | -178126 | -8546555 | -2095801 | -8959497 |
Profit Factor | 2.402 | 4.145 | 0.82 | 1.0829 | 3.8473 | 0.2775 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Losing Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Profitability (%) | 46.7742 | 51.6129 | 41.9355 | 46.7742 | 51.6129 | 41.9355 |
Ratio Avg Win / Avg Loss | 2.7333 | 3.8859 | 1.1354 | 1.2322 | 3.6069 | 0.3843 |
Largest Winning Trade | 281857 | 281857 | 34016 | 2880238 | 2880238 | 1079948 |
Largest Losing Trade | -64528 | -57706 | -64528 | -5265249 | -1670204 | -5265249 |
Avg Bars in Trades | 112 | 166 | 59 | 112 | 166 | 59 |
Avg Bars in Winners | 150 | 193 | 97 | 150 | 193 | 97 |
Avg Bars in Losers | 79 | 137 | 31 | 79 | 137 | 31 |
Bars Traded | 6990 | 5154 | 1836 | 6990 | 5154 | 1836 |
Profit Streak | 207.6524 | 208.3191 | 207.6524 | 207.6524 | 208.3191 | 207.6524 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -310530 | -148214 | -581695 | -509674 | 416697 | -583362 |
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{ "first_band": { "type": "sma", "factors": { "length": 179, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 240, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 179, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 240, "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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