Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 287882.9145 | 233832.9902 | 54049.9243 | 570702.2437 | 624580.3413 | -53878.0976 |
Total P&L (%) | 287.8829 | 233.833 | 54.0499 | 570.7022 | 624.5803 | -53.8781 |
Avg Daily Profit (%) | 0.2764 | 0.2245 | 0.0519 | 0.1829 | 0.1903 | -0.0743 |
Buy And Hold Return (%) | 118.6838 | 118.6838 | 118.6838 | 118.6838 | 118.6838 | 118.6838 |
Max Trade Drawdown | -81427 | -70307 | -63065 | -830200 | -588019 | -722859 |
Profit Factor | 1.5555 | 1.8087 | 1.2359 | 1.1466 | 1.2818 | 0.9678 |
Total Trades | 212 | 106 | 106 | 212 | 106 | 106 |
Winning Trades | 111 | 58 | 53 | 111 | 58 | 53 |
Losing Trades | 101 | 48 | 53 | 101 | 48 | 53 |
Profitability (%) | 52.3585 | 54.717 | 50 | 52.3585 | 54.717 | 50 |
Ratio Avg Win / Avg Loss | 1.4154 | 1.4969 | 1.2359 | 1.0433 | 1.0608 | 0.9678 |
Largest Winning Trade | 71173 | 71173 | 22800 | 414637 | 414637 | 239893 |
Largest Losing Trade | -19166 | -19166 | -17852 | -248200 | -218891 | -248200 |
Avg Bars in Trades | 115 | 106 | 124 | 115 | 106 | 124 |
Avg Bars in Winners | 139 | 121 | 158 | 139 | 121 | 158 |
Avg Bars in Losers | 89 | 88 | 90 | 89 | 88 | 90 |
Bars Traded | 24486 | 11284 | 13202 | 24486 | 11284 | 13202 |
Profit Streak | 7.5474 | 15.7557 | 7.5474 | 7.5474 | 15.7557 | 7.5474 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303273 | 143362 | -289301 | -50294 | 276780 | -580371 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 244, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 69, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 244, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 69, "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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