Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1200907.9094 | 1228901.5966 | -27993.6872 | 482464.426 | 1906870.9518 | -1424406.5258 |
Total P&L (%) | 1200.9079 | 1228.9016 | -27.9937 | 482.4644 | 1906.871 | -1424.4065 |
Avg Daily Profit (%) | 0.6628 | 0.6783 | -0.0155 | 0.0973 | 0.1657 | 0 |
Buy And Hold Return (%) | 491.1271 | 491.1271 | 491.1271 | 491.1271 | 491.1271 | 491.1271 |
Max Trade Drawdown | -122748 | -108777 | -101952 | -2828355 | -2282055 | -1834845 |
Profit Factor | 2.8586 | 4.9212 | 0.9159 | 1.0505 | 1.3971 | 0.7006 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Profitability (%) | 36.1702 | 36.1702 | 36.1702 | 36.1702 | 36.1702 | 36.1702 |
Ratio Avg Win / Avg Loss | 5.0446 | 8.6844 | 1.6162 | 1.8538 | 2.4655 | 1.2363 |
Largest Winning Trade | 842461 | 842461 | 76423 | 1982524 | 1982524 | 1008250 |
Largest Losing Trade | -40968 | -40968 | -34755 | -704978 | -704978 | -575780 |
Avg Bars in Trades | 74 | 79 | 70 | 74 | 79 | 70 |
Avg Bars in Winners | 120 | 132 | 108 | 120 | 132 | 108 |
Avg Bars in Losers | 48 | 49 | 48 | 48 | 49 | 48 |
Bars Traded | 7038 | 3743 | 3296 | 7038 | 3743 | 3296 |
Profit Streak | 0 | 57.7067 | 0 | 0 | 57.7067 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302485 | 416632 | -583297 | -397861 | 88930 | -584408 |
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{ "first_band": { "type": "sma", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 93, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 93, "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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