Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 426114.3292 | 343734.6487 | 82379.6805 | -11091.8502 | 86077.8154 | -97169.6656 |
Total P&L (%) | 426.1143 | 343.7346 | 82.3797 | -11.0919 | 86.0778 | -97.1697 |
Avg Daily Profit (%) | 0.1863 | 0.1503 | 0.036 | -0.0051 | 0.0272 | -0.1558 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157103 | -107326 | -161431 | -1167350 | -765849 | -945179 |
Profit Factor | 1.2598 | 1.5017 | 1.0862 | 0.9982 | 1.0302 | 0.9718 |
Total Trades | 401 | 201 | 200 | 401 | 201 | 200 |
Winning Trades | 216 | 107 | 109 | 216 | 107 | 109 |
Losing Trades | 185 | 94 | 91 | 185 | 94 | 91 |
Profitability (%) | 53.8653 | 53.2338 | 54.5 | 53.8653 | 53.2338 | 54.5 |
Ratio Avg Win / Avg Loss | 1.079 | 1.3193 | 0.9069 | 0.855 | 0.905 | 0.8113 |
Largest Winning Trade | 96593 | 96593 | 44171 | 287262 | 287262 | 154324 |
Largest Losing Trade | -73829 | -35548 | -73829 | -333143 | -325460 | -333143 |
Avg Bars in Trades | 22 | 21 | 23 | 22 | 21 | 23 |
Avg Bars in Winners | 22 | 21 | 23 | 22 | 21 | 23 |
Avg Bars in Losers | 21 | 21 | 21 | 21 | 21 | 21 |
Bars Traded | 8912 | 4302 | 4610 | 8912 | 4302 | 4610 |
Profit Streak | 21.548 | 21.548 | 70.548 | 21.548 | 21.548 | 70.548 |
Trades During Streak | 4 | 2 | 6 | 4 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 422233 | 387231 | -269215 | -576391 | -343360 | -577893 |
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{ "first_band": { "type": "sma", "factors": { "length": 11, "offset": 106 } }, "second_band": { "type": "pwma", "factors": { "length": 205, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 11, "offset": 106 } }, "second_band": { "type": "pwma", "factors": { "length": 205, "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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