Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 210718.3396 | 154587.2335 | 56131.1061 | 376027.5684 | 263267.2703 | 112760.2981 |
Total P&L (%) | 210.7183 | 154.5872 | 56.1311 | 376.0276 | 263.2673 | 112.7603 |
Avg Daily Profit (%) | 0.4046 | 0.2968 | 0.1078 | 0.3 | 0.248 | 0.1451 |
Buy And Hold Return (%) | 65.4611 | 65.4611 | 65.4611 | 65.4611 | 65.4611 | 65.4611 |
Max Trade Drawdown | -34062 | -32237 | -44576 | -169565 | -119216 | -167936 |
Profit Factor | 1.4398 | 1.6617 | 1.2286 | 1.2745 | 1.3915 | 1.1617 |
Total Trades | 284 | 142 | 142 | 284 | 142 | 142 |
Winning Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Losing Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Profitability (%) | 51.0563 | 50.7042 | 51.4085 | 51.0563 | 50.7042 | 51.4085 |
Ratio Avg Win / Avg Loss | 1.3802 | 1.6156 | 1.1613 | 1.2217 | 1.3529 | 1.098 |
Largest Winning Trade | 36775 | 36775 | 20626 | 91891 | 91891 | 69104 |
Largest Losing Trade | -18300 | -16597 | -18300 | -76483 | -76483 | -75133 |
Avg Bars in Trades | 85 | 84 | 87 | 85 | 84 | 87 |
Avg Bars in Winners | 87 | 79 | 95 | 87 | 79 | 95 |
Avg Bars in Losers | 84 | 89 | 79 | 84 | 89 | 79 |
Bars Traded | 24418 | 11983 | 12435 | 24418 | 11983 | 12435 |
Profit Streak | 4.3376 | 17.6084 | 4.3376 | 4.3376 | 17.6084 | 4.3376 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324115 | 287625 | -215709 | 330428 | 264385 | -51305 |
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{ "first_band": { "type": "midprice", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "sma", "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) |
---|