Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 932549.5013 | 808163.5186 | 124385.9827 | 6743358.0992 | 4029004.1058 | 2714353.9934 |
Total P&L (%) | 932.5495 | 808.1635 | 124.386 | 6743.3581 | 4029.0041 | 2714.354 |
Avg Daily Profit (%) | 0.5144 | 0.4458 | 0.0686 | 0.2334 | 0.2054 | 0.1842 |
Buy And Hold Return (%) | 133.5482 | 133.5482 | 133.5482 | 133.5482 | 133.5482 | 133.5482 |
Max Trade Drawdown | -75477 | -47940 | -61646 | -2265780 | -2715353 | -1344649 |
Profit Factor | 2.9216 | 4.3612 | 1.508 | 1.5879 | 1.6594 | 1.5064 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 66 | 34 | 32 | 66 | 34 | 32 |
Profitability (%) | 33.3333 | 30.6122 | 36 | 33.3333 | 30.6122 | 36 |
Ratio Avg Win / Avg Loss | 5.8432 | 9.8854 | 2.6809 | 3.1758 | 3.7613 | 2.6781 |
Largest Winning Trade | 323178 | 323178 | 73273 | 3706855 | 3706855 | 2511981 |
Largest Losing Trade | -27747 | -27747 | -15668 | -966215 | -934538 | -966215 |
Avg Bars in Trades | 52 | 47 | 57 | 52 | 47 | 57 |
Avg Bars in Winners | 128 | 126 | 130 | 128 | 126 | 130 |
Avg Bars in Losers | 14 | 12 | 15 | 14 | 12 | 15 |
Bars Traded | 5199 | 2333 | 2866 | 5199 | 2333 | 2866 |
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 | 362670 | 338003 | -450140 | 182138 | 136210 | -175140 |
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{ "first_band": { "type": "sma", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 156, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 156, "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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