Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1546352.4004 | 1577057.736 | -30705.3356 | 309683.647 | 567157.8852 | -257474.2382 |
Total P&L (%) | 1546.3524 | 1577.0577 | -30.7053 | 309.6836 | 567.1579 | -257.4742 |
Avg Daily Profit (%) | 0.8492 | 0.866 | -0.0169 | 0.0775 | 0.1043 | 0 |
Buy And Hold Return (%) | 780.8791 | 780.8791 | 780.8791 | 780.8791 | 780.8791 | 780.8791 |
Max Trade Drawdown | -142422 | -146234 | -98448 | -3513209 | -3304146 | -1132862 |
Profit Factor | 3.0559 | 4.1234 | 0.8758 | 1.0279 | 1.0738 | 0.9247 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Profitability (%) | 37.8947 | 36.1702 | 39.5833 | 37.8947 | 36.1702 | 39.5833 |
Ratio Avg Win / Avg Loss | 5.0082 | 7.2766 | 1.3368 | 1.6846 | 1.895 | 1.4114 |
Largest Winning Trade | 1103150 | 1103150 | 45185 | 2093652 | 2093652 | 846595 |
Largest Losing Trade | -45770 | -45770 | -27936 | -1307788 | -1307788 | -560837 |
Avg Bars in Trades | 73 | 113 | 35 | 73 | 113 | 35 |
Avg Bars in Winners | 97 | 159 | 42 | 97 | 159 | 42 |
Avg Bars in Losers | 59 | 87 | 30 | 59 | 87 | 30 |
Bars Traded | 7006 | 5324 | 1682 | 7006 | 5324 | 1682 |
Profit Streak | 0 | 86.6349 | 0 | 0 | 86.6349 | 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 | 272581 | 319618 | -583073 | -448476 | -362073 | -583073 |
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{ "first_band": { "type": "sma", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 195, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 195, "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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