Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 387116.4418 | 272024.7031 | 115091.7387 | 86804.8395 | 88243.617 | -1438.7775 |
Total P&L (%) | 387.1164 | 272.0247 | 115.0917 | 86.8048 | 88.2436 | -1.4388 |
Avg Daily Profit (%) | 0.2831 | 0.1989 | 0.0842 | 0.0457 | 0.0463 | -0.0011 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -213033 | -97324 | -124799 | -184285 | -87172 | -142963 |
Profit Factor | 1.5838 | 1.8847 | 1.3237 | 1.1419 | 1.3383 | 0.9959 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 67 | 30 | 37 | 67 | 30 | 37 |
Losing Trades | 58 | 33 | 25 | 58 | 33 | 25 |
Profitability (%) | 53.6 | 47.619 | 59.6774 | 53.6 | 47.619 | 59.6774 |
Ratio Avg Win / Avg Loss | 1.3711 | 2.0732 | 0.8944 | 0.9885 | 1.4722 | 0.6729 |
Largest Winning Trade | 97181 | 97181 | 46691 | 70829 | 70829 | 51247 |
Largest Losing Trade | -87321 | -32196 | -87321 | -136559 | -51051 | -136559 |
Avg Bars in Trades | 62 | 50 | 74 | 62 | 50 | 74 |
Avg Bars in Winners | 72 | 60 | 81 | 72 | 60 | 81 |
Avg Bars in Losers | 51 | 40 | 64 | 51 | 40 | 64 |
Bars Traded | 7797 | 3176 | 4621 | 7797 | 3176 | 4621 |
Profit Streak | 24.2418 | 48.0751 | 0 | 24.2418 | 48.0751 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 413716 | -135855 | -234954 | -196658 | -277842 | -733703 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 38, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 38, "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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