Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 160854.4746 | 182484.8523 | -21630.3777 | -56244.2435 | -6083.8033 | -50160.4402 |
Total P&L (%) | 160.8545 | 182.4849 | -21.6304 | -56.2442 | -6.0838 | -50.1604 |
Avg Daily Profit (%) | 0.131 | 0.1486 | -0.0176 | -0.0673 | -0.0051 | -0.0567 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -196234 | -104350 | -120720 | -426372 | -257070 | -199273 |
Profit Factor | 1.2919 | 1.5907 | 0.9107 | 0.9231 | 0.9853 | 0.8418 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 54.321 | 47.5 | 60.9756 | 54.321 | 47.5 | 60.9756 |
Ratio Avg Win / Avg Loss | 1.0863 | 1.7581 | 0.5828 | 0.7762 | 1.089 | 0.5387 |
Largest Winning Trade | 193923 | 193923 | 24504 | 154985 | 154985 | 72491 |
Largest Losing Trade | -57464 | -41086 | -57464 | -141131 | -141131 | -71002 |
Avg Bars in Trades | 54 | 73 | 36 | 54 | 73 | 36 |
Avg Bars in Winners | 57 | 75 | 43 | 57 | 75 | 43 |
Avg Bars in Losers | 51 | 71 | 24 | 51 | 71 | 24 |
Bars Traded | 4411 | 2929 | 1482 | 4411 | 2929 | 1482 |
Profit Streak | 89.355 | 110.355 | 89.355 | 89.355 | 110.355 | 89.355 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -32841 | 316443 | -578760 | -595535 | -578664 | -578760 |
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{ "first_band": { "type": "sma", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 203, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 203, "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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