Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 313452.2319 | 306014.5787 | 7437.6533 | -61290.0854 | -36465.4017 | -24824.6837 |
Total P&L (%) | 313.4522 | 306.0146 | 7.4377 | -61.2901 | -36.4654 | -24.8247 |
Avg Daily Profit (%) | 0.1955 | 0.1909 | 0.0046 | -0.0592 | -0.0283 | -0.0178 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -261932 | -192680 | -108042 | -155851 | -141417 | -59729 |
Profit Factor | 1.4895 | 1.9034 | 1.0247 | 0.8472 | 0.838 | 0.8589 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 46.4789 | 42.8571 | 50 | 46.4789 | 42.8571 | 50 |
Ratio Avg Win / Avg Loss | 1.7152 | 2.5378 | 1.0247 | 0.9755 | 1.1174 | 0.8589 |
Largest Winning Trade | 295671 | 295671 | 49255 | 84861 | 84861 | 46152 |
Largest Losing Trade | -61126 | -52741 | -61126 | -84585 | -84585 | -48725 |
Avg Bars in Trades | 84 | 121 | 49 | 84 | 121 | 49 |
Avg Bars in Winners | 95 | 120 | 75 | 95 | 120 | 75 |
Avg Bars in Losers | 75 | 122 | 23 | 75 | 122 | 23 |
Bars Traded | 6030 | 4256 | 1774 | 6030 | 4256 | 1774 |
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 | -82711 | 301296 | -545799 | -673424 | -581898 | -580780 |
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{ "first_band": { "type": "sma", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 179, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 179, "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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