Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 857242.1676 | 1025937.0934 | -168694.9258 | -62912.3087 | 2938109.0474 | -3001021.3561 |
Total P&L (%) | 857.2422 | 1025.9371 | -168.6949 | -62.9123 | 2938.109 | -3001.0214 |
Avg Daily Profit (%) | 0.4714 | 0.5641 | -0.0928 | -0.0545 | 0.1879 | 0 |
Buy And Hold Return (%) | 681.9695 | 681.9695 | 681.9695 | 681.9695 | 681.9695 | 681.9695 |
Max Trade Drawdown | -292699 | -167276 | -200546 | -4531529 | -1394380 | -3175000 |
Profit Factor | 2.1381 | 3.6458 | 0.5384 | 0.988 | 2.7462 | 0.1616 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Losing Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Profitability (%) | 39.7727 | 45.4545 | 34.0909 | 39.7727 | 45.4545 | 34.0909 |
Ratio Avg Win / Avg Loss | 3.2377 | 4.375 | 1.0409 | 1.4962 | 3.2954 | 0.3125 |
Largest Winning Trade | 729392 | 729392 | 63023 | 3476920 | 3476920 | 422041 |
Largest Losing Trade | -53949 | -53949 | -52557 | -1268835 | -818609 | -1268835 |
Avg Bars in Trades | 58 | 93 | 23 | 58 | 93 | 23 |
Avg Bars in Winners | 85 | 126 | 31 | 85 | 126 | 31 |
Avg Bars in Losers | 40 | 66 | 19 | 40 | 66 | 19 |
Bars Traded | 5161 | 4122 | 1039 | 5161 | 4122 | 1039 |
Profit Streak | 0 | 84.3049 | 0 | 0 | 84.3049 | 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 | -75137 | 237871 | -584961 | -582853 | 362702 | -586628 |
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{ "first_band": { "type": "sma", "factors": { "length": 208, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 200, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 208, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 200, "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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