Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 315532.2506 | 330001.1646 | -14468.914 | -88048.0106 | 11153.0968 | -99201.1074 |
Total P&L (%) | 315.5323 | 330.0012 | -14.4689 | -88.048 | 11.1531 | -99.2011 |
Avg Daily Profit (%) | 0.1659 | 0.1735 | -0.0076 | -0.1116 | 0.0056 | -0.2536 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -181342 | -86162 | -237588 | -103462 | -73738 | -129315 |
Profit Factor | 1.3261 | 1.8656 | 0.9753 | 0.8216 | 1.0594 | 0.6755 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Losing Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Profitability (%) | 52.8846 | 55.7692 | 50 | 52.8846 | 55.7692 | 50 |
Ratio Avg Win / Avg Loss | 1.1814 | 1.4796 | 0.9753 | 0.732 | 0.8402 | 0.6755 |
Largest Winning Trade | 152922 | 152922 | 61558 | 47166 | 47166 | 32026 |
Largest Losing Trade | -68946 | -62188 | -68946 | -45427 | -39648 | -45427 |
Avg Bars in Trades | 70 | 55 | 85 | 70 | 55 | 85 |
Avg Bars in Winners | 68 | 48 | 89 | 68 | 48 | 89 |
Avg Bars in Losers | 73 | 63 | 81 | 73 | 63 | 81 |
Bars Traded | 7328 | 2877 | 4451 | 7328 | 2877 | 4451 |
Profit Streak | 522.0181 | 0 | 525.7681 | 522.0181 | 0 | 525.7681 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317068 | -169483 | -760249 | -579543 | -651503 | -760249 |
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{ "first_band": { "type": "sma", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 136, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 136, "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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