Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 126949.8874 | 81603.8311 | 45346.0563 | 121615.1193 | 104367.3063 | 17247.813 |
Total P&L (%) | 126.9499 | 81.6038 | 45.3461 | 121.6151 | 104.3673 | 17.2478 |
Avg Daily Profit (%) | 0.2437 | 0.1567 | 0.0871 | 0.1529 | 0.1373 | 0.0306 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45777 | -29336 | -44599 | -97146 | -37684 | -96224 |
Profit Factor | 1.4049 | 1.6115 | 1.2518 | 1.2243 | 1.4985 | 1.0518 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 71 | 37 | 34 | 71 | 37 | 34 |
Losing Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Profitability (%) | 57.7236 | 59.6774 | 55.7377 | 57.7236 | 59.6774 | 55.7377 |
Ratio Avg Win / Avg Loss | 1.0289 | 1.0888 | 0.994 | 0.8967 | 1.0125 | 0.8353 |
Largest Winning Trade | 29195 | 23087 | 29195 | 37026 | 33115 | 37026 |
Largest Losing Trade | -27817 | -25049 | -27817 | -52851 | -29100 | -52851 |
Avg Bars in Trades | 198 | 210 | 186 | 198 | 210 | 186 |
Avg Bars in Winners | 183 | 202 | 163 | 183 | 202 | 163 |
Avg Bars in Losers | 219 | 223 | 216 | 219 | 223 | 216 |
Bars Traded | 24461 | 13075 | 11386 | 24461 | 13075 | 11386 |
Profit Streak | 5.8279 | 23.3696 | 0 | 5.8279 | 23.3696 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366434 | -142839 | -241849 | 238754 | -160435 | -487498 |
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{ "first_band": { "type": "sma", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 73, "offset": 200 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 73, "offset": 200 } } }
# | 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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