Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1038621.1403 | 1116115.8811 | -77494.7408 | 171365.9766 | 620429.8306 | -449063.8539 |
Total P&L (%) | 1038.6211 | 1116.1159 | -77.4947 | 171.366 | 620.4298 | -449.0639 |
Avg Daily Profit (%) | 0.571 | 0.6136 | -0.0426 | 0.0549 | 0.1086 | 0 |
Buy And Hold Return (%) | 701.752 | 701.752 | 701.752 | 701.752 | 701.752 | 701.752 |
Max Trade Drawdown | -108854 | -108108 | -102537 | -587249 | -443308 | -444110 |
Profit Factor | 2.5454 | 4.2763 | 0.7662 | 1.0785 | 1.5322 | 0.5591 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Losing Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Profitability (%) | 41.5584 | 47.3684 | 35.8974 | 41.5584 | 47.3684 | 35.8974 |
Ratio Avg Win / Avg Loss | 3.5795 | 4.7515 | 1.3681 | 1.5166 | 1.7024 | 0.9983 |
Largest Winning Trade | 705729 | 705729 | 76252 | 397404 | 397404 | 160693 |
Largest Losing Trade | -44688 | -39736 | -44688 | -175123 | -175123 | -144027 |
Avg Bars in Trades | 68 | 68 | 68 | 68 | 68 | 68 |
Avg Bars in Winners | 98 | 84 | 115 | 98 | 84 | 115 |
Avg Bars in Losers | 47 | 54 | 41 | 47 | 54 | 41 |
Bars Traded | 5272 | 2615 | 2657 | 5272 | 2615 | 2657 |
Profit Streak | 0 | 101.2392 | 0 | 0 | 101.2392 | 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 | -49931 | 329965 | -584575 | -468066 | -210783 | -586241 |
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{ "first_band": { "type": "sma", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 55, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 55, "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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