Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 381048.8595 | 303307.8719 | 77740.9875 | 199817.7907 | 178284.6481 | 21533.1426 |
Total P&L (%) | 381.0489 | 303.3079 | 77.741 | 199.8178 | 178.2846 | 21.5331 |
Avg Daily Profit (%) | 0.2682 | 0.2134 | 0.0547 | 0.0773 | 0.0721 | 0.0137 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99607 | -64422 | -76632 | -240423 | -112005 | -197896 |
Profit Factor | 1.5529 | 1.7321 | 1.2829 | 1.1538 | 1.2366 | 1.0394 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Losing Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Profitability (%) | 47.5806 | 46.7742 | 48.3871 | 47.5806 | 46.7742 | 48.3871 |
Ratio Avg Win / Avg Loss | 1.7109 | 1.971 | 1.3684 | 1.2711 | 1.4072 | 1.1087 |
Largest Winning Trade | 114294 | 114294 | 29279 | 140045 | 140045 | 70474 |
Largest Losing Trade | -48332 | -48332 | -31890 | -107489 | -107489 | -64452 |
Avg Bars in Trades | 21 | 30 | 13 | 21 | 30 | 13 |
Avg Bars in Winners | 25 | 32 | 18 | 25 | 32 | 18 |
Avg Bars in Losers | 18 | 28 | 8 | 18 | 28 | 8 |
Bars Traded | 2711 | 1895 | 816 | 2711 | 1895 | 816 |
Profit Streak | 0 | 0 | 84.1818 | 0 | 0 | 84.1818 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 381963 | -144415 | -273853 | -141469 | -252476 | -511506 |
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{ "first_band": { "type": "sma", "factors": { "length": 46, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 48, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 46, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 48, "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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