Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1021985.3568 | 873897.7599 | 148087.5969 | 13545414.3871 | 9469924.8497 | 4075489.5374 |
Total P&L (%) | 1021.9854 | 873.8978 | 148.0876 | 13545.4144 | 9469.9249 | 4075.4895 |
Avg Daily Profit (%) | 0.5627 | 0.4812 | 0.0815 | 0.271 | 0.2514 | 0.2057 |
Buy And Hold Return (%) | 216.7959 | 216.7959 | 216.7959 | 216.7959 | 216.7959 | 216.7959 |
Max Trade Drawdown | -62629 | -37424 | -55190 | -6885070 | -4407471 | -4904479 |
Profit Factor | 3.2756 | 5.0855 | 1.6296 | 1.5697 | 1.8152 | 1.3352 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Profitability (%) | 32.0388 | 31.3725 | 32.6923 | 32.0388 | 31.3725 | 32.6923 |
Ratio Avg Win / Avg Loss | 6.9483 | 11.1245 | 3.3551 | 3.3297 | 3.9709 | 2.7489 |
Largest Winning Trade | 352418 | 352418 | 73893 | 7731409 | 7731409 | 5718034 |
Largest Losing Trade | -15178 | -13889 | -15178 | -1947070 | -1845863 | -1947070 |
Avg Bars in Trades | 68 | 62 | 73 | 68 | 62 | 73 |
Avg Bars in Winners | 173 | 161 | 185 | 173 | 161 | 185 |
Avg Bars in Losers | 18 | 17 | 19 | 18 | 17 | 19 |
Bars Traded | 7020 | 3203 | 3817 | 7020 | 3203 | 3817 |
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 | 327646 | -171473 | -433849 | 171988 | -175655 | -177567 |
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{ "first_band": { "type": "sma", "factors": { "length": 151, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 22, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 151, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 22, "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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