Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 234356.4998 | 251711.8199 | -17355.3201 | 110484.9865 | 529065.1908 | -418580.2043 |
Total P&L (%) | 234.3565 | 251.7118 | -17.3553 | 110.485 | 529.0652 | -418.5802 |
Avg Daily Profit (%) | 0.2661 | 0.2858 | -0.0197 | 0.0845 | 0.209 | 0 |
Buy And Hold Return (%) | 210.4058 | 210.4058 | 210.4058 | 210.4058 | 210.4058 | 210.4058 |
Max Trade Drawdown | -98033 | -25275 | -141574 | -586304 | -185259 | -859910 |
Profit Factor | 1.6152 | 2.9555 | 0.9312 | 1.0633 | 2.1312 | 0.6721 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Losing Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Profitability (%) | 59.7403 | 64.1026 | 55.2632 | 59.7403 | 64.1026 | 55.2632 |
Ratio Avg Win / Avg Loss | 1.0885 | 1.6551 | 0.7538 | 0.7166 | 1.1935 | 0.5441 |
Largest Winning Trade | 49637 | 49637 | 37091 | 162249 | 119579 | 162249 |
Largest Losing Trade | -71396 | -24805 | -71396 | -524399 | -185259 | -524399 |
Avg Bars in Trades | 42 | 39 | 46 | 42 | 39 | 46 |
Avg Bars in Winners | 43 | 35 | 53 | 43 | 35 | 53 |
Avg Bars in Losers | 41 | 46 | 37 | 41 | 46 | 37 |
Bars Traded | 3288 | 1530 | 1758 | 3288 | 1530 | 1758 |
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 | -164968 | -88854 | -580082 | -443126 | 337077 | -580082 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 47, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 47, "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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