Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1094129.5617 | 1026519.7731 | 67609.7886 | 912844.9787 | 712281.1569 | 200563.8218 |
Total P&L (%) | 1094.1296 | 1026.5198 | 67.6098 | 912.845 | 712.2812 | 200.5638 |
Avg Daily Profit (%) | 0.5922 | 0.5556 | 0.0366 | 0.1254 | 0.1134 | 0.0596 |
Buy And Hold Return (%) | 29.6802 | 29.6802 | 29.6802 | 29.6802 | 29.6802 | 29.6802 |
Max Trade Drawdown | -158410 | -135303 | -108386 | -945555 | -813204 | -735892 |
Profit Factor | 2.6248 | 3.931 | 1.2092 | 1.2407 | 1.3513 | 1.1137 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Losing Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Profitability (%) | 51.1628 | 50.7692 | 51.5625 | 51.1628 | 50.7692 | 51.5625 |
Ratio Avg Win / Avg Loss | 2.5054 | 3.8119 | 1.1359 | 1.1843 | 1.3104 | 1.0462 |
Largest Winning Trade | 868738 | 868738 | 65833 | 863288 | 863288 | 454366 |
Largest Losing Trade | -38594 | -35992 | -38594 | -371530 | -218435 | -371530 |
Avg Bars in Trades | 83 | 67 | 99 | 83 | 67 | 99 |
Avg Bars in Winners | 96 | 70 | 122 | 96 | 70 | 122 |
Avg Bars in Losers | 69 | 63 | 75 | 69 | 63 | 75 |
Bars Traded | 10742 | 4356 | 6386 | 10742 | 4356 | 6386 |
Profit Streak | 37.9082 | 37.9082 | 38.5748 | 37.9082 | 37.9082 | 38.5748 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 643572 | -112947 | -287955 | -23999 | -171783 | -347451 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 41, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 41, "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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