Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 718339.4388 | 637144.7825 | 81194.6563 | 396874.5128 | 107404.6004 | 289469.9125 |
Total P&L (%) | 718.3394 | 637.1448 | 81.1947 | 396.8745 | 107.4046 | 289.4699 |
Avg Daily Profit (%) | 0.2981 | 0.2644 | 0.0337 | 0.0665 | 0.0303 | 0.0564 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142629 | -83036 | -145047 | -118397 | -111087 | -82489 |
Profit Factor | 2.1966 | 3.1357 | 1.2689 | 1.5549 | 1.2841 | 1.8586 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Profitability (%) | 41.8919 | 35.1351 | 48.6486 | 41.8919 | 35.1351 | 48.6486 |
Ratio Avg Win / Avg Loss | 3.047 | 5.7889 | 1.3394 | 2.1568 | 2.3707 | 1.9618 |
Largest Winning Trade | 378229 | 378229 | 60708 | 141758 | 125850 | 141758 |
Largest Losing Trade | -41343 | -39141 | -41343 | -82489 | -75165 | -82489 |
Avg Bars in Trades | 63 | 62 | 63 | 63 | 62 | 63 |
Avg Bars in Winners | 92 | 85 | 97 | 92 | 85 | 97 |
Avg Bars in Losers | 41 | 49 | 31 | 41 | 49 | 31 |
Bars Traded | 4665 | 2308 | 2357 | 4665 | 2308 | 2357 |
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 | -58875 | 316962 | -148511 | -173258 | -157118 | -114556 |
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{ "first_band": { "type": "sma", "factors": { "length": 88, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 53, "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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