Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2650269.0687 | 2574819.6242 | 75449.4445 | 48567219.432 | 47956715.396 | 610504.036 |
Total P&L (%) | 2650.2691 | 2574.8196 | 75.4494 | 48567.2194 | 47956.7154 | 610.504 |
Avg Daily Profit (%) | 1.1663 | 1.1331 | 0.0332 | 0.2727 | 0.2721 | 0.0863 |
Buy And Hold Return (%) | 9012.5557 | 9012.5557 | 9012.5557 | 9012.5557 | 9012.5557 | 9012.5557 |
Max Trade Drawdown | -58967 | -76446 | -45681 | -18143275 | -13460725 | -18258061 |
Profit Factor | 8.7828 | 16.6677 | 1.4282 | 1.755 | 2.7648 | 1.0164 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 44.1176 | 38.2353 | 50 | 44.1176 | 38.2353 | 50 |
Ratio Avg Win / Avg Loss | 11.1248 | 26.9247 | 1.4282 | 2.223 | 4.4662 | 1.0164 |
Largest Winning Trade | 1822152 | 1822152 | 47859 | 32001433 | 32001433 | 14404956 |
Largest Losing Trade | -29873 | -20640 | -29873 | -14411199 | -3910968 | -14411199 |
Avg Bars in Trades | 96 | 90 | 101 | 96 | 90 | 101 |
Avg Bars in Winners | 160 | 170 | 153 | 160 | 170 | 153 |
Avg Bars in Losers | 44 | 41 | 49 | 44 | 41 | 49 |
Bars Traded | 6535 | 3075 | 3460 | 6535 | 3075 | 3460 |
Profit Streak | 0 | 240.2544 | 0 | 0 | 240.2544 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -259830 | -147414 | -313461 | -105153 | 330869 | -445533 |
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{ "first_band": { "type": "sma", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 14, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 14, "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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