Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 912509.8562 | 780153.2949 | 132356.5613 | 771606.7538 | 912955.4362 | -141348.6824 |
Total P&L (%) | 912.5099 | 780.1533 | 132.3566 | 771.6068 | 912.9554 | -141.3487 |
Avg Daily Profit (%) | 0.4862 | 0.4157 | 0.0705 | 0.1154 | 0.1235 | 0 |
Buy And Hold Return (%) | 54.7117 | 54.7117 | 54.7117 | 54.7117 | 54.7117 | 54.7117 |
Max Trade Drawdown | -135804 | -97234 | -124504 | -656141 | -368785 | -543211 |
Profit Factor | 2.6985 | 3.7977 | 1.5122 | 1.3886 | 2.0196 | 0.8703 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Profitability (%) | 59.0164 | 53.3333 | 64.5161 | 59.0164 | 53.3333 | 64.5161 |
Ratio Avg Win / Avg Loss | 1.874 | 3.323 | 0.8317 | 0.9643 | 1.7672 | 0.4787 |
Largest Winning Trade | 373519 | 373519 | 47015 | 593494 | 593494 | 328240 |
Largest Losing Trade | -73051 | -40479 | -73051 | -422747 | -351755 | -422747 |
Avg Bars in Trades | 85 | 106 | 65 | 85 | 106 | 65 |
Avg Bars in Winners | 99 | 114 | 86 | 99 | 114 | 86 |
Avg Bars in Losers | 66 | 96 | 27 | 66 | 96 | 27 |
Bars Traded | 5227 | 3189 | 2037 | 5227 | 3189 | 2037 |
Profit Streak | 174.4892 | 174.4892 | 175.1559 | 174.4892 | 174.4892 | 175.1559 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147843 | 639435 | -100339 | -202987 | -22974 | -577966 |
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{ "first_band": { "type": "sma", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 183, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 183, "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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