Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 249484.5456 | 188998.2633 | 60486.2823 | 458320.848 | 441071.5212 | 17249.3268 |
Total P&L (%) | 249.4845 | 188.9983 | 60.4863 | 458.3208 | 441.0715 | 17.2493 |
Avg Daily Profit (%) | 0.479 | 0.3629 | 0.1161 | 0.3307 | 0.3247 | 0.0306 |
Buy And Hold Return (%) | 79.8304 | 79.8304 | 79.8304 | 79.8304 | 79.8304 | 79.8304 |
Max Trade Drawdown | -60573 | -54247 | -82472 | -192450 | -164173 | -238239 |
Profit Factor | 1.4161 | 1.628 | 1.2025 | 1.2637 | 1.5299 | 1.0191 |
Total Trades | 356 | 178 | 178 | 356 | 178 | 178 |
Winning Trades | 181 | 93 | 88 | 181 | 93 | 88 |
Losing Trades | 175 | 85 | 90 | 175 | 85 | 90 |
Profitability (%) | 50.8427 | 52.2472 | 49.4382 | 50.8427 | 52.2472 | 49.4382 |
Ratio Avg Win / Avg Loss | 1.3691 | 1.488 | 1.2298 | 1.2218 | 1.3983 | 1.0422 |
Largest Winning Trade | 78264 | 78264 | 24973 | 175486 | 175486 | 71941 |
Largest Losing Trade | -14935 | -10831 | -14935 | -56508 | -34848 | -56508 |
Avg Bars in Trades | 69 | 69 | 68 | 69 | 69 | 68 |
Avg Bars in Winners | 82 | 77 | 87 | 82 | 77 | 87 |
Avg Bars in Losers | 55 | 60 | 50 | 55 | 60 | 50 |
Bars Traded | 24630 | 12352 | 12278 | 24630 | 12352 | 12278 |
Profit Streak | 4.2837 | 17.2421 | 4.2837 | 4.2837 | 17.2421 | 4.2837 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349493 | 294300 | -204616 | 348142 | 389577 | -517776 |
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{ "first_band": { "type": "sma", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 191, "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) |
---|