Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1563669.925 | 1548064.4715 | 15605.4535 | 696513.1055 | 1821547.9834 | -1125034.8779 |
Total P&L (%) | 1563.6699 | 1548.0645 | 15.6055 | 696.5131 | 1821.548 | -1125.0349 |
Avg Daily Profit (%) | 0.8297 | 0.8214 | 0.0083 | 0.1102 | 0.157 | 0 |
Buy And Hold Return (%) | 316.2885 | 316.2885 | 316.2885 | 316.2885 | 316.2885 | 316.2885 |
Max Trade Drawdown | -142186 | -167363 | -76922 | -6837288 | -6370073 | -2497448 |
Profit Factor | 3.6907 | 5.3609 | 1.069 | 1.0502 | 1.1928 | 0.7455 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 31 | 12 | 19 | 31 | 12 | 19 |
Losing Trades | 31 | 19 | 12 | 31 | 19 | 12 |
Profitability (%) | 50 | 38.7097 | 61.2903 | 50 | 38.7097 | 61.2903 |
Ratio Avg Win / Avg Loss | 3.6907 | 8.488 | 0.6752 | 1.0502 | 1.8886 | 0.4708 |
Largest Winning Trade | 1032328 | 1032328 | 42634 | 6354240 | 6354240 | 688806 |
Largest Losing Trade | -51598 | -51598 | -40255 | -3263290 | -3263290 | -1574634 |
Avg Bars in Trades | 87 | 128 | 46 | 87 | 128 | 46 |
Avg Bars in Winners | 101 | 168 | 58 | 101 | 168 | 58 |
Avg Bars in Losers | 73 | 102 | 26 | 73 | 102 | 26 |
Bars Traded | 5407 | 3979 | 1427 | 5407 | 3979 | 1427 |
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 | -139856 | 553907 | -492405 | -374824 | -4897 | -579354 |
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{ "first_band": { "type": "sma", "factors": { "length": 142, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 171, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 142, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 171, "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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