Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 561664.5734 | 560009.5961 | 1654.9773 | 100573.9898 | 11863.3126 | 88710.6772 |
Total P&L (%) | 561.6646 | 560.0096 | 1.655 | 100.574 | 11.8633 | 88.7107 |
Avg Daily Profit (%) | 0.3063 | 0.3053 | 0.0009 | 0.038 | 0.0061 | 0.0346 |
Buy And Hold Return (%) | 174.7698 | 174.7698 | 174.7698 | 174.7698 | 174.7698 | 174.7698 |
Max Trade Drawdown | -157652 | -134616 | -104758 | -401547 | -418752 | -171571 |
Profit Factor | 1.5627 | 2.1235 | 1.0033 | 1.0575 | 1.0113 | 1.1275 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 102 | 48 | 54 | 102 | 48 | 54 |
Losing Trades | 118 | 62 | 56 | 118 | 62 | 56 |
Profitability (%) | 46.3636 | 43.6364 | 49.0909 | 46.3636 | 43.6364 | 49.0909 |
Ratio Avg Win / Avg Loss | 1.8078 | 2.7429 | 1.0405 | 1.2234 | 1.3062 | 1.1692 |
Largest Winning Trade | 369542 | 369542 | 35704 | 97860 | 97860 | 72095 |
Largest Losing Trade | -67097 | -35361 | -67097 | -115609 | -115609 | -77843 |
Avg Bars in Trades | 16 | 18 | 14 | 16 | 18 | 14 |
Avg Bars in Winners | 20 | 23 | 17 | 20 | 23 | 17 |
Avg Bars in Losers | 13 | 14 | 11 | 13 | 14 | 11 |
Bars Traded | 3604 | 2043 | 1561 | 3604 | 2043 | 1561 |
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 | 318245 | 273197 | -574602 | -465208 | -561019 | -393055 |
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{ "first_band": { "type": "sma", "factors": { "length": 57, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 52, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 57, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 52, "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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