Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 261754.9351 | 206215.9106 | 55539.0245 | -26311.0197 | 3271.2411 | -29582.2609 |
Total P&L (%) | 261.7549 | 206.2159 | 55.539 | -26.311 | 3.2712 | -29.5823 |
Avg Daily Profit (%) | 0.2573 | 0.2027 | 0.0546 | -0.03 | 0.0032 | -0.0345 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167232 | -176422 | -112192 | -99836 | -70763 | -85086 |
Profit Factor | 1.2936 | 1.4185 | 1.1393 | 0.9423 | 1.0139 | 0.8662 |
Total Trades | 215 | 107 | 108 | 215 | 107 | 108 |
Winning Trades | 106 | 48 | 58 | 106 | 48 | 58 |
Losing Trades | 109 | 59 | 50 | 109 | 59 | 50 |
Profitability (%) | 49.3023 | 44.8598 | 53.7037 | 49.3023 | 44.8598 | 53.7037 |
Ratio Avg Win / Avg Loss | 1.3302 | 1.7435 | 0.9821 | 0.969 | 1.2463 | 0.7467 |
Largest Winning Trade | 224522 | 224522 | 27177 | 41006 | 41006 | 12434 |
Largest Losing Trade | -55381 | -39201 | -55381 | -48150 | -25948 | -48150 |
Avg Bars in Trades | 112 | 134 | 90 | 112 | 134 | 90 |
Avg Bars in Winners | 107 | 112 | 103 | 107 | 112 | 103 |
Avg Bars in Losers | 117 | 152 | 74 | 117 | 152 | 74 |
Bars Traded | 24134 | 14399 | 9735 | 24134 | 14399 | 9735 |
Profit Streak | 4.2288 | 0 | 9.8121 | 4.2288 | 0 | 9.8121 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324101 | 262617 | -189078 | -579930 | -561869 | -579900 |
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{ "first_band": { "type": "sma", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 216, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 216, "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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