Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 563507.6325 | 465175.926 | 98331.7065 | 656083.6441 | 218043.5129 | 438040.1311 |
Total P&L (%) | 563.5076 | 465.1759 | 98.3317 | 656.0836 | 218.0435 | 438.0401 |
Avg Daily Profit (%) | 0.3179 | 0.2624 | 0.0555 | 0.1142 | 0.0653 | 0.095 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139985 | -77982 | -117709 | -2711580 | -1494865 | -1776905 |
Profit Factor | 1.9853 | 2.7203 | 1.3261 | 1.0922 | 1.0568 | 1.1337 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 53 | 23 | 30 | 53 | 23 | 30 |
Losing Trades | 54 | 30 | 24 | 54 | 30 | 24 |
Profitability (%) | 49.5327 | 43.3962 | 55.5556 | 49.5327 | 43.3962 | 55.5556 |
Ratio Avg Win / Avg Loss | 2.0228 | 3.5483 | 1.0609 | 1.1128 | 1.3784 | 0.907 |
Largest Winning Trade | 247985 | 247985 | 69286 | 973668 | 706692 | 973668 |
Largest Losing Trade | -39552 | -39552 | -39043 | -906455 | -906455 | -537706 |
Avg Bars in Trades | 47 | 54 | 41 | 47 | 54 | 41 |
Avg Bars in Winners | 62 | 80 | 48 | 62 | 80 | 48 |
Avg Bars in Losers | 33 | 34 | 31 | 33 | 34 | 31 |
Bars Traded | 5131 | 2900 | 2231 | 5131 | 2900 | 2231 |
Profit Streak | 0 | 41.2238 | 0 | 0 | 41.2238 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 465119 | -168729 | -297936 | -159165 | -445910 | -320630 |
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{ "first_band": { "type": "sma", "factors": { "length": 56, "offset": 69 } }, "second_band": { "type": "midprice", "factors": { "length": 124, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 56, "offset": 69 } }, "second_band": { "type": "midprice", "factors": { "length": 124, "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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