Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -937175.8342 | 37601.9765 | -974777.8107 | -1420591.8249 | -5832091.1708 | 4411499.3458 |
Total P&L (%) | -937.1758 | 37.602 | -974.7778 | -1420.5918 | -5832.0912 | 4411.4993 |
Avg Daily Profit (%) | -0.5166 | 0.0207 | -0.5373 | 0 | 0 | 0.2102 |
Buy And Hold Return (%) | 521.6491 | 521.6491 | 521.6491 | 521.6491 | 521.6491 | 521.6491 |
Max Trade Drawdown | -1016795 | -151655 | -1025927 | -18138104 | -13158229 | -5447924 |
Profit Factor | 0.4108 | 1.1266 | 0.2465 | 0.9488 | 0.6391 | 1.3814 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 51 | 25 | 26 | 42 | 23 | 19 |
Losing Trades | 29 | 15 | 14 | 38 | 17 | 21 |
Profitability (%) | 63.75 | 62.5 | 65 | 52.5 | 57.5 | 47.5 |
Ratio Avg Win / Avg Loss | 0.2336 | 0.676 | 0.1327 | 0.8584 | 0.4724 | 1.5268 |
Largest Winning Trade | 50955 | 50955 | 27333 | 6424582 | 2708032 | 6424582 |
Largest Losing Trade | -493457 | -73938 | -493457 | -11505237 | -11505237 | -4126445 |
Avg Bars in Trades | 131 | 140 | 121 | 131 | 140 | 121 |
Avg Bars in Winners | 68 | 82 | 54 | 124 | 125 | 122 |
Avg Bars in Losers | 241 | 237 | 246 | 138 | 161 | 120 |
Bars Traded | 10501 | 5635 | 4866 | 10501 | 5635 | 4866 |
Profit Streak | 0 | 0 | 35.3234 | 29.9901 | 32.1568 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -602495 | -412210 | -578262 | -603691 | -579237 | 319440 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 35, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 194, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 35, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 194, "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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