Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2675872.695 | 2627780.5828 | 48092.1122 | 649120.4589 | -2107747.311 | 2756867.7699 |
Total P&L (%) | 2675.8727 | 2627.7806 | 48.0921 | 649.1205 | -2107.7473 | 2756.8678 |
Avg Daily Profit (%) | 1.1556 | 1.1348 | 0.0208 | 0.087 | 0 | 0.1449 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162031 | -152978 | -71240 | -5510627 | -6676699 | -624522 |
Profit Factor | 5.696 | 8.8621 | 1.2041 | 1.0644 | 0.7488 | 2.6367 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 43.0769 | 40.625 | 45.4545 | 43.0769 | 40.625 | 45.4545 |
Ratio Avg Win / Avg Loss | 7.5268 | 12.9522 | 1.445 | 1.4066 | 1.0944 | 3.164 |
Largest Winning Trade | 2503704 | 2503704 | 50883 | 3036149 | 3036149 | 1449010 |
Largest Losing Trade | -68890 | -68890 | -59104 | -2960015 | -2960015 | -561516 |
Avg Bars in Trades | 93 | 153 | 35 | 93 | 153 | 35 |
Avg Bars in Winners | 106 | 173 | 48 | 106 | 173 | 48 |
Avg Bars in Losers | 83 | 139 | 24 | 83 | 139 | 24 |
Bars Traded | 6083 | 4918 | 1165 | 6083 | 4918 | 1165 |
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 | -117189 | 659039 | -168913 | -365010 | -582789 | 144294 |
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{ "first_band": { "type": "sma", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 173, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 173, "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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