Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 164253.0297 | 84151.686 | 80101.3437 | 211711.8595 | 124604.4114 | 87107.448 |
Total P&L (%) | 164.253 | 84.1517 | 80.1013 | 211.7119 | 124.6044 | 87.1074 |
Avg Daily Profit (%) | 0.3212 | 0.1646 | 0.1567 | 0.2226 | 0.1584 | 0.1226 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66441 | -66679 | -34232 | -165175 | -119051 | -46951 |
Profit Factor | 1.2964 | 1.2794 | 1.3166 | 1.2196 | 1.2433 | 1.1927 |
Total Trades | 305 | 152 | 153 | 305 | 152 | 153 |
Winning Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Losing Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Profitability (%) | 45.2459 | 45.3947 | 45.098 | 45.2459 | 45.3947 | 45.098 |
Ratio Avg Win / Avg Loss | 1.5688 | 1.539 | 1.6029 | 1.4759 | 1.4956 | 1.452 |
Largest Winning Trade | 26013 | 26013 | 14179 | 48599 | 48599 | 30360 |
Largest Losing Trade | -20432 | -20432 | -13304 | -38631 | -38631 | -27413 |
Avg Bars in Trades | 79 | 89 | 69 | 79 | 89 | 69 |
Avg Bars in Winners | 88 | 91 | 85 | 88 | 91 | 85 |
Avg Bars in Losers | 71 | 87 | 56 | 71 | 87 | 56 |
Bars Traded | 24156 | 13538 | 10618 | 24156 | 13538 | 10618 |
Profit Streak | 0 | 31.759 | 0 | 0 | 31.759 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323191 | 278635 | 226375 | 235939 | 228782 | -40130 |
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{ "first_band": { "type": "sma", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 167, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 167, "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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