Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 573486.1811 | 506480.2024 | 67005.9787 | 1105013.2597 | 933650.1837 | 171363.0761 |
Total P&L (%) | 573.4862 | 506.4802 | 67.006 | 1105.0133 | 933.6502 | 171.3631 |
Avg Daily Profit (%) | 0.305 | 0.2694 | 0.0356 | 0.1325 | 0.1243 | 0.0531 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108374 | -68495 | -151206 | -188320 | -103220 | -207032 |
Profit Factor | 2.2555 | 3.3015 | 1.2831 | 2.7366 | 3.9873 | 1.5293 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 46.0317 | 46.875 | 45.1613 | 46.0317 | 46.875 | 45.1613 |
Ratio Avg Win / Avg Loss | 2.6444 | 3.7417 | 1.558 | 3.2084 | 4.5189 | 1.857 |
Largest Winning Trade | 220088 | 220088 | 55479 | 308832 | 308832 | 202268 |
Largest Losing Trade | -42409 | -32899 | -42409 | -72595 | -55415 | -72595 |
Avg Bars in Trades | 166 | 150 | 182 | 166 | 150 | 182 |
Avg Bars in Winners | 258 | 230 | 288 | 258 | 230 | 288 |
Avg Bars in Losers | 88 | 80 | 96 | 88 | 80 | 96 |
Bars Traded | 10491 | 4825 | 5666 | 10491 | 4825 | 5666 |
Profit Streak | 331.7204 | 365.2204 | 331.7204 | 331.7204 | 365.2204 | 331.7204 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -137929 | 541348 | -145348 | -161679 | -19488 | -120347 |
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{ "first_band": { "type": "sma", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 59, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 59, "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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