Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 385770.8089 | 385842.8729 | -72.064 | 52774.4387 | 68291.7752 | -15517.3364 |
Total P&L (%) | 385.7708 | 385.8429 | -0.0721 | 52.7744 | 68.2918 | -15.5173 |
Avg Daily Profit (%) | 0.2733 | 0.2734 | -0.0001 | 0.03 | 0.0369 | -0.0119 |
Buy And Hold Return (%) | 73.6036 | 73.6036 | 73.6036 | 73.6036 | 73.6036 | 73.6036 |
Max Trade Drawdown | -152330 | -150996 | -33546 | -295450 | -289302 | -51988 |
Profit Factor | 1.9754 | 2.2797 | 0.9992 | 1.0969 | 1.1529 | 0.8422 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Profitability (%) | 49.2063 | 51.6129 | 46.875 | 49.2063 | 51.6129 | 46.875 |
Ratio Avg Win / Avg Loss | 2.0392 | 2.1372 | 1.1325 | 1.1322 | 1.0809 | 0.9545 |
Largest Winning Trade | 243305 | 243305 | 21422 | 232436 | 232436 | 26424 |
Largest Losing Trade | -58955 | -58955 | -15794 | -192456 | -192456 | -29426 |
Avg Bars in Trades | 262 | 499 | 33 | 262 | 499 | 33 |
Avg Bars in Winners | 329 | 615 | 23 | 329 | 615 | 23 |
Avg Bars in Losers | 197 | 374 | 41 | 197 | 374 | 41 |
Bars Traded | 16527 | 15471 | 1056 | 16527 | 15471 | 1056 |
Profit Streak | 475.6137 | 475.6137 | 530.1137 | 475.6137 | 475.6137 | 530.1137 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -139143 | 438124 | -579399 | -582498 | -360948 | -581066 |
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{ "first_band": { "type": "sma", "factors": { "length": 175, "offset": 152 } }, "second_band": { "type": "dcu", "factors": { "length": 208, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 175, "offset": 152 } }, "second_band": { "type": "dcu", "factors": { "length": 208, "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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