Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 649717.3242 | 559125.2715 | 90592.0527 | 606459.4982 | 251803.0407 | 354656.4576 |
Total P&L (%) | 649.7173 | 559.1253 | 90.5921 | 606.4595 | 251.803 | 354.6565 |
Avg Daily Profit (%) | 0.348 | 0.2994 | 0.0485 | 0.1048 | 0.0674 | 0.0811 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112118 | -53611 | -60499 | -750368 | -456090 | -356661 |
Profit Factor | 2.6953 | 3.8765 | 1.4797 | 1.2523 | 1.2041 | 1.3032 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 21 | 10 | 11 | 21 | 10 | 11 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 35.5932 | 33.3333 | 37.931 | 35.5932 | 33.3333 | 37.931 |
Ratio Avg Win / Avg Loss | 4.8773 | 7.7529 | 2.4213 | 2.2661 | 2.4081 | 2.1325 |
Largest Winning Trade | 520238 | 520238 | 58346 | 426573 | 425041 | 426573 |
Largest Losing Trade | -34440 | -34440 | -32501 | -242128 | -160491 | -242128 |
Avg Bars in Trades | 121 | 101 | 142 | 121 | 101 | 142 |
Avg Bars in Winners | 256 | 194 | 312 | 256 | 194 | 312 |
Avg Bars in Losers | 47 | 55 | 38 | 47 | 55 | 38 |
Bars Traded | 7186 | 3054 | 4132 | 7186 | 3054 | 4132 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -170935 | 335868 | -130573 | -237187 | -108874 | -88160 |
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{ "first_band": { "type": "sma", "factors": { "length": 204, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 22, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 204, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 22, "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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