Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1635040.1821 | 1585615.7761 | 49424.406 | 636580.5026 | 788740.8535 | -152160.3509 |
Total P&L (%) | 1635.0402 | 1585.6158 | 49.4244 | 636.5805 | 788.7409 | -152.1604 |
Avg Daily Profit (%) | 0.9115 | 0.884 | 0.0276 | 0.1114 | 0.1219 | 0 |
Buy And Hold Return (%) | 277.1389 | 277.1389 | 277.1389 | 277.1389 | 277.1389 | 277.1389 |
Max Trade Drawdown | -103519 | -75492 | -129690 | -1180453 | -861662 | -1196359 |
Profit Factor | 4.0271 | 8.0736 | 1.1564 | 1.1493 | 1.4469 | 0.9391 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 24 | 10 | 14 | 24 | 10 | 14 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 40 | 33.3333 | 46.6667 | 40 | 33.3333 | 46.6667 |
Ratio Avg Win / Avg Loss | 6.0407 | 16.1473 | 1.3216 | 1.7239 | 2.8938 | 1.0733 |
Largest Winning Trade | 943799 | 943799 | 64262 | 1435579 | 1435579 | 496475 |
Largest Losing Trade | -74071 | -33073 | -74071 | -1176024 | -249466 | -1176024 |
Avg Bars in Trades | 114 | 103 | 126 | 114 | 103 | 126 |
Avg Bars in Winners | 208 | 192 | 219 | 208 | 192 | 219 |
Avg Bars in Losers | 52 | 59 | 44 | 52 | 59 | 44 |
Bars Traded | 6893 | 3111 | 3782 | 6893 | 3111 | 3782 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -158055 | 517886 | -371654 | -281655 | -37585 | -580455 |
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{ "first_band": { "type": "sma", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 65, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 65, "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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