Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1105825.2159 | 1111254.7754 | -5429.5595 | 592532.4696 | 765016.2791 | -172483.8095 |
Total P&L (%) | 1105.8252 | 1111.2548 | -5.4296 | 592.5325 | 765.0163 | -172.4838 |
Avg Daily Profit (%) | 0.6097 | 0.6127 | -0.003 | 0.1068 | 0.119 | 0 |
Buy And Hold Return (%) | 537.7778 | 537.7778 | 537.7778 | 537.7778 | 537.7778 | 537.7778 |
Max Trade Drawdown | -181943 | -92159 | -163337 | -922653 | -505771 | -479224 |
Profit Factor | 2.723 | 4.611 | 0.9837 | 1.2693 | 1.7801 | 0.8586 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 44.4444 | 42.5 | 46.3415 | 44.4444 | 42.5 | 46.3415 |
Ratio Avg Win / Avg Loss | 3.4038 | 6.2385 | 1.1391 | 1.5866 | 2.4084 | 0.9942 |
Largest Winning Trade | 556221 | 556221 | 77470 | 515599 | 515599 | 280049 |
Largest Losing Trade | -62442 | -39533 | -62442 | -337804 | -171419 | -337804 |
Avg Bars in Trades | 65 | 62 | 67 | 65 | 62 | 67 |
Avg Bars in Winners | 106 | 104 | 109 | 106 | 104 | 109 |
Avg Bars in Losers | 31 | 31 | 31 | 31 | 31 | 31 |
Bars Traded | 5271 | 2504 | 2767 | 5271 | 2504 | 2767 |
Profit Streak | 0 | 156.2895 | 0 | 0 | 156.2895 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -8216 | 385361 | -580498 | -201579 | -66544 | -582165 |
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{ "first_band": { "type": "sma", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 29, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 29, "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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