Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 111755.866 | 50748.5202 | 61007.3458 | 147003.4253 | 86587.1737 | 60416.2516 |
Total P&L (%) | 111.7559 | 50.7485 | 61.0073 | 147.0034 | 86.5872 | 60.4163 |
Avg Daily Profit (%) | 0.4291 | 0.1949 | 0.2343 | 0.3478 | 0.2398 | 0.1816 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34317 | -38585 | -23414 | -48957 | -51809 | -44694 |
Profit Factor | 1.5675 | 1.494 | 1.6476 | 1.4758 | 1.5747 | 1.3817 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Losing Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Profitability (%) | 50.9804 | 52.9412 | 49.0196 | 50.9804 | 52.9412 | 49.0196 |
Ratio Avg Win / Avg Loss | 1.5072 | 1.328 | 1.7135 | 1.4191 | 1.3998 | 1.4369 |
Largest Winning Trade | 19574 | 17342 | 19574 | 27308 | 27308 | 23517 |
Largest Losing Trade | -13896 | -13896 | -11982 | -29820 | -17899 | -29820 |
Avg Bars in Trades | 241 | 255 | 227 | 241 | 255 | 227 |
Avg Bars in Winners | 238 | 240 | 236 | 238 | 240 | 236 |
Avg Bars in Losers | 244 | 273 | 218 | 244 | 273 | 218 |
Bars Traded | 24643 | 13038 | 11605 | 24643 | 13038 | 11605 |
Profit Streak | 1.2287 | 15.9058 | 0 | 1.2287 | 15.9058 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312173 | -171966 | -171397 | 226988 | -169805 | -174423 |
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{ "first_band": { "type": "sma", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 142, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 142, "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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