Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 380542.0075 | 275862.4323 | 104679.5752 | 104870.4755 | 125702.5378 | -20832.0623 |
Total P&L (%) | 380.542 | 275.8624 | 104.6796 | 104.8705 | 125.7025 | -20.8321 |
Avg Daily Profit (%) | 0.3686 | 0.2672 | 0.1014 | 0.0695 | 0.0789 | -0.0226 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148423 | -161284 | -74238 | -199240 | -170392 | -100762 |
Profit Factor | 1.3265 | 1.4143 | 1.2095 | 1.0884 | 1.192 | 0.9608 |
Total Trades | 351 | 175 | 176 | 351 | 175 | 176 |
Winning Trades | 172 | 76 | 96 | 172 | 76 | 96 |
Losing Trades | 179 | 99 | 80 | 179 | 99 | 80 |
Profitability (%) | 49.0028 | 43.4286 | 54.5455 | 49.0028 | 43.4286 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.3805 | 1.8423 | 1.0079 | 1.1327 | 1.5527 | 0.8006 |
Largest Winning Trade | 255945 | 255945 | 31711 | 113039 | 113039 | 33023 |
Largest Losing Trade | -27578 | -27578 | -26671 | -71475 | -51901 | -71475 |
Avg Bars in Trades | 34 | 40 | 29 | 34 | 40 | 29 |
Avg Bars in Winners | 35 | 41 | 29 | 35 | 41 | 29 |
Avg Bars in Losers | 34 | 39 | 29 | 34 | 39 | 29 |
Bars Traded | 12278 | 7036 | 5242 | 12278 | 7036 | 5242 |
Profit Streak | 2.1971 | 0 | 6.9471 | 2.1971 | 0 | 6.9471 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318971 | 284193 | -55697 | -223844 | -98086 | -578389 |
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{ "first_band": { "type": "sma", "factors": { "length": 35, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 72, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 35, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 72, "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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