Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 800667.3217 | 676506.6284 | 124160.6933 | 1244111.6366 | 170291.5544 | 1073820.0823 |
Total P&L (%) | 800.6673 | 676.5066 | 124.1607 | 1244.1116 | 170.2916 | 1073.8201 |
Avg Daily Profit (%) | 0.4149 | 0.3506 | 0.0643 | 0.1347 | 0.0515 | 0.1277 |
Buy And Hold Return (%) | 10.6992 | 10.6992 | 10.6992 | 10.6992 | 10.6992 | 10.6992 |
Max Trade Drawdown | -101663 | -93805 | -60098 | -489203 | -468838 | -440103 |
Profit Factor | 2.1733 | 2.8708 | 1.387 | 1.4054 | 1.099 | 1.7962 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 47 | 19 | 28 | 47 | 19 | 28 |
Losing Trades | 82 | 46 | 36 | 82 | 46 | 36 |
Profitability (%) | 36.4341 | 29.2308 | 43.75 | 36.4341 | 29.2308 | 43.75 |
Ratio Avg Win / Avg Loss | 3.7917 | 6.9503 | 1.7833 | 2.4519 | 2.6607 | 2.3094 |
Largest Winning Trade | 424976 | 424976 | 45602 | 457766 | 457766 | 421393 |
Largest Losing Trade | -41706 | -20340 | -41706 | -323251 | -153790 | -323251 |
Avg Bars in Trades | 176 | 159 | 193 | 176 | 159 | 193 |
Avg Bars in Winners | 326 | 300 | 345 | 326 | 300 | 345 |
Avg Bars in Losers | 90 | 102 | 75 | 90 | 102 | 75 |
Bars Traded | 22786 | 10394 | 12392 | 22786 | 10394 | 12392 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326718 | -128320 | -247181 | -15836 | -377745 | -160595 |
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{ "first_band": { "type": "sma", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 77, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 77, "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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