Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 131971.3714 | 279612.7385 | -147641.3672 | -249925.0022 | -3272984.3225 | 3023059.3203 |
Total P&L (%) | 131.9714 | 279.6127 | -147.6414 | -249.925 | -3272.9843 | 3023.0593 |
Avg Daily Profit (%) | 0.0696 | 0.1474 | -0.0778 | 0 | 0 | 0.1815 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -467710 | -56974 | -413965 | -10615878 | -3645959 | -7318751 |
Profit Factor | 1.1493 | 1.9967 | 0.7553 | 0.9836 | 0.5449 | 1.3762 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 62 | 29 | 33 | 36 | 20 | 16 |
Losing Trades | 32 | 18 | 14 | 58 | 27 | 31 |
Profitability (%) | 65.9574 | 61.7021 | 70.2128 | 38.2979 | 42.5532 | 34.0426 |
Ratio Avg Win / Avg Loss | 0.5932 | 1.2394 | 0.3204 | 1.5847 | 0.7356 | 2.6664 |
Largest Winning Trade | 78948 | 78948 | 43854 | 10365431 | 1117339 | 10365431 |
Largest Losing Trade | -413965 | -53745 | -413965 | -1406231 | -1406231 | -1392952 |
Avg Bars in Trades | 57 | 46 | 69 | 57 | 46 | 69 |
Avg Bars in Winners | 44 | 41 | 47 | 69 | 51 | 92 |
Avg Bars in Losers | 82 | 53 | 119 | 50 | 42 | 57 |
Bars Traded | 5432 | 2179 | 3253 | 5432 | 2179 | 3253 |
Profit Streak | 36.3844 | 38.0511 | 36.3844 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -154429 | 306574 | -577533 | -582300 | -583592 | 122983 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 146, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 146, "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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