Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1225979.4174 | 1319584.7813 | -93605.364 | -127067.9161 | -41390.7547 | -85677.1614 |
Total P&L (%) | 1225.9794 | 1319.5848 | -93.6054 | -127.0679 | -41.3908 | -85.6772 |
Avg Daily Profit (%) | 0.519 | 0.5587 | -0.0396 | 0 | -0.0226 | -0.0822 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -243338 | -175677 | -278987 | -704085 | -452052 | -252033 |
Profit Factor | 2.5416 | 3.9426 | 0.7301 | 0.8765 | 0.9356 | 0.7784 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 40 | 17 | 23 | 48 | 25 | 23 |
Losing Trades | 43 | 24 | 19 | 35 | 16 | 19 |
Profitability (%) | 48.1928 | 41.4634 | 54.7619 | 57.8313 | 60.9756 | 54.7619 |
Ratio Avg Win / Avg Loss | 2.7322 | 5.566 | 0.6031 | 0.6391 | 0.5988 | 0.643 |
Largest Winning Trade | 1497126 | 1497126 | 33931 | 280554 | 280554 | 99704 |
Largest Losing Trade | -144838 | -56266 | -144838 | -393394 | -393394 | -179875 |
Avg Bars in Trades | 52 | 85 | 21 | 52 | 85 | 21 |
Avg Bars in Winners | 36 | 53 | 23 | 60 | 101 | 16 |
Avg Bars in Losers | 67 | 107 | 17 | 42 | 59 | 27 |
Bars Traded | 4384 | 3494 | 890 | 4384 | 3494 | 890 |
Profit Streak | 176.2045 | 176.2045 | 406.7045 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 539471 | 555201 | -578499 | -581040 | -579319 | -579839 |
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{ "first_band": { "type": "sma", "factors": { "length": 142, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 138, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 142, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 138, "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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