Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 99255.2736 | 31731.8907 | 67523.3829 | 120337.2826 | 31249.7103 | 89087.5723 |
Total P&L (%) | 99.2553 | 31.7319 | 67.5234 | 120.3373 | 31.2497 | 89.0876 |
Avg Daily Profit (%) | 0.3811 | 0.1218 | 0.2593 | 0.3038 | 0.1045 | 0.2449 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29098 | -27459 | -22610 | -51603 | -49273 | -35792 |
Profit Factor | 1.4012 | 1.2221 | 1.6457 | 1.3632 | 1.1665 | 1.6202 |
Total Trades | 221 | 110 | 111 | 221 | 110 | 111 |
Winning Trades | 124 | 60 | 64 | 124 | 60 | 64 |
Losing Trades | 97 | 50 | 47 | 97 | 50 | 47 |
Profitability (%) | 56.1086 | 54.5455 | 57.6577 | 56.1086 | 54.5455 | 57.6577 |
Ratio Avg Win / Avg Loss | 1.0961 | 1.0185 | 1.2086 | 1.0664 | 0.9721 | 1.1898 |
Largest Winning Trade | 25126 | 15751 | 25126 | 44245 | 26343 | 44245 |
Largest Losing Trade | -21437 | -21437 | -18073 | -28709 | -21593 | -28709 |
Avg Bars in Trades | 110 | 119 | 100 | 110 | 119 | 100 |
Avg Bars in Winners | 99 | 98 | 101 | 99 | 98 | 101 |
Avg Bars in Losers | 123 | 145 | 100 | 123 | 145 | 100 |
Bars Traded | 24364 | 13189 | 11175 | 24364 | 13189 | 11175 |
Profit Streak | 6.9003 | 13.3795 | 6.9003 | 6.9003 | 13.3795 | 6.9003 |
Trades During Streak | 8 | 7 | 4 | 8 | 7 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 437632 | -33094 | 393467 | 405481 | -94969 | 393215 |
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{ "first_band": { "type": "sma", "factors": { "length": 27, "offset": 29 } }, "second_band": { "type": "rma", "factors": { "length": 117, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 27, "offset": 29 } }, "second_band": { "type": "rma", "factors": { "length": 117, "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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