Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 460801.7308 | 424572.7017 | 36229.0291 | 282328.2658 | 707143.6712 | -424815.4054 |
Total P&L (%) | 460.8017 | 424.5727 | 36.229 | 282.3283 | 707.1437 | -424.8154 |
Avg Daily Profit (%) | 0.3262 | 0.3006 | 0.0256 | 0.095 | 0.148 | 0 |
Buy And Hold Return (%) | 39.5397 | 39.5397 | 39.5397 | 39.5397 | 39.5397 | 39.5397 |
Max Trade Drawdown | -176455 | -110211 | -110722 | -660680 | -330572 | -663173 |
Profit Factor | 1.5641 | 2.1191 | 1.0828 | 1.117 | 1.6963 | 0.6962 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 70 | 34 | 36 | 70 | 34 | 36 |
Losing Trades | 65 | 34 | 31 | 65 | 34 | 31 |
Profitability (%) | 51.8519 | 50 | 53.7313 | 51.8519 | 50 | 53.7313 |
Ratio Avg Win / Avg Loss | 1.4524 | 2.1191 | 0.9324 | 1.0372 | 1.6963 | 0.5995 |
Largest Winning Trade | 115051 | 115051 | 46303 | 306154 | 306154 | 105390 |
Largest Losing Trade | -53869 | -43161 | -53869 | -196947 | -186170 | -196947 |
Avg Bars in Trades | 20 | 19 | 20 | 20 | 19 | 20 |
Avg Bars in Winners | 19 | 20 | 18 | 19 | 20 | 18 |
Avg Bars in Losers | 20 | 19 | 21 | 20 | 19 | 21 |
Bars Traded | 2704 | 1352 | 1352 | 2704 | 1352 | 1352 |
Profit Streak | 484.3552 | 484.3552 | 494.8552 | 484.3552 | 484.3552 | 494.8552 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 440417 | -95807 | -570822 | -156181 | -100219 | -696112 |
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{ "first_band": { "type": "sma", "factors": { "length": 45, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 30, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 45, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 30, "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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