Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1219528.1169 | 1372363.1051 | -152834.9882 | -56470.5875 | 1832837.173 | -1889307.7605 |
Total P&L (%) | 1219.5281 | 1372.3631 | -152.835 | -56.4706 | 1832.8372 | -1889.3078 |
Avg Daily Profit (%) | 0.6717 | 0.7558 | -0.0842 | -0.0458 | 0.1632 | 0 |
Buy And Hold Return (%) | 665.4911 | 665.4911 | 665.4911 | 665.4911 | 665.4911 | 665.4911 |
Max Trade Drawdown | -316409 | -192986 | -200630 | -3536351 | -1966895 | -2313250 |
Profit Factor | 2.7095 | 5.1064 | 0.5969 | 0.9906 | 1.7202 | 0.4503 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 37.8788 | 39.3939 | 36.3636 | 37.8788 | 39.3939 | 36.3636 |
Ratio Avg Win / Avg Loss | 4.4436 | 7.856 | 1.0446 | 1.6245 | 2.6465 | 0.788 |
Largest Winning Trade | 1112627 | 1112627 | 68260 | 2604801 | 2604801 | 886625 |
Largest Losing Trade | -70841 | -46656 | -70841 | -1068364 | -1068364 | -1046324 |
Avg Bars in Trades | 75 | 96 | 54 | 75 | 96 | 54 |
Avg Bars in Winners | 104 | 136 | 70 | 104 | 136 | 70 |
Avg Bars in Losers | 58 | 71 | 45 | 58 | 71 | 45 |
Bars Traded | 4990 | 3199 | 1791 | 4990 | 3199 | 1791 |
Profit Streak | 0 | 81.1764 | 0 | 0 | 81.1764 | 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 | -124258 | 381445 | -584439 | -711491 | 146258 | -586105 |
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{ "first_band": { "type": "sma", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 170, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 170, "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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