Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 392976.5257 | 356393.0578 | 36583.4679 | 519774.8173 | 595468.5043 | -75693.687 |
Total P&L (%) | 392.9765 | 356.3931 | 36.5835 | 519.7748 | 595.4685 | -75.6937 |
Avg Daily Profit (%) | 0.2139 | 0.194 | 0.0199 | 0.0994 | 0.1056 | -0.077 |
Buy And Hold Return (%) | 147.9274 | 147.9274 | 147.9274 | 147.9274 | 147.9274 | 147.9274 |
Max Trade Drawdown | -120468 | -111596 | -76279 | -372814 | -323869 | -217565 |
Profit Factor | 1.8728 | 2.4771 | 1.1751 | 1.4037 | 1.8403 | 0.8693 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Losing Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Profitability (%) | 63.6364 | 69.2308 | 57.8947 | 63.6364 | 69.2308 | 57.8947 |
Ratio Avg Win / Avg Loss | 1.0702 | 1.1009 | 0.8546 | 0.8021 | 0.8179 | 0.6322 |
Largest Winning Trade | 115425 | 115425 | 53579 | 244540 | 244540 | 145786 |
Largest Losing Trade | -46346 | -46346 | -40024 | -144119 | -144119 | -141385 |
Avg Bars in Trades | 68 | 60 | 76 | 68 | 60 | 76 |
Avg Bars in Winners | 57 | 40 | 79 | 57 | 40 | 79 |
Avg Bars in Losers | 85 | 105 | 71 | 85 | 105 | 71 |
Bars Traded | 5242 | 2348 | 2894 | 5242 | 2348 | 2894 |
Profit Streak | 0 | 0 | 70.0701 | 0 | 0 | 70.0701 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -37464 | 343174 | -359628 | -107756 | -50520 | -578773 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 62, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 62, "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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