Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1439480.8264 | 1466137.2308 | -26656.4044 | 553676.7315 | 1933790.5402 | -1380113.8088 |
Total P&L (%) | 1439.4808 | 1466.1372 | -26.6564 | 553.6767 | 1933.7905 | -1380.1138 |
Avg Daily Profit (%) | 0.7924 | 0.807 | -0.0147 | 0.1034 | 0.166 | 0 |
Buy And Hold Return (%) | 601.952 | 601.952 | 601.952 | 601.952 | 601.952 | 601.952 |
Max Trade Drawdown | -160384 | -104011 | -101787 | -3499356 | -1528546 | -3074781 |
Profit Factor | 3.3272 | 5.9883 | 0.9179 | 1.0607 | 1.513 | 0.7422 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 41.8919 | 40.5405 | 43.2432 | 41.8919 | 40.5405 | 43.2432 |
Ratio Avg Win / Avg Loss | 4.6152 | 8.7828 | 1.2047 | 1.4713 | 2.219 | 0.9741 |
Largest Winning Trade | 963199 | 963199 | 71788 | 1580486 | 1492358 | 1580486 |
Largest Losing Trade | -57203 | -40540 | -57203 | -2241577 | -578325 | -2241577 |
Avg Bars in Trades | 67 | 80 | 54 | 67 | 80 | 54 |
Avg Bars in Winners | 94 | 118 | 71 | 94 | 118 | 71 |
Avg Bars in Losers | 48 | 54 | 41 | 48 | 54 | 41 |
Bars Traded | 5001 | 2985 | 2016 | 5001 | 2985 | 2016 |
Profit Streak | 0 | 73.3515 | 0 | 0 | 73.3515 | 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 | -56748 | 525305 | -581733 | -445999 | 151411 | -583400 |
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{ "first_band": { "type": "sma", "factors": { "length": 190, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 144, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 190, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 144, "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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