Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 931801.3544 | 828113.4912 | 103687.8632 | 3631044.6233 | 2010099.2427 | 1620945.3805 |
Total P&L (%) | 931.8014 | 828.1135 | 103.6879 | 3631.0446 | 2010.0992 | 1620.9454 |
Avg Daily Profit (%) | 0.4965 | 0.4412 | 0.0552 | 0.193 | 0.1626 | 0.1517 |
Buy And Hold Return (%) | 397.1542 | 397.1542 | 397.1542 | 397.1542 | 397.1542 | 397.1542 |
Max Trade Drawdown | -129853 | -141930 | -83202 | -9880089 | -12483991 | -7451218 |
Profit Factor | 1.6246 | 1.923 | 1.1743 | 1.0423 | 1.0396 | 1.0461 |
Total Trades | 456 | 228 | 228 | 456 | 228 | 228 |
Winning Trades | 208 | 106 | 102 | 208 | 106 | 102 |
Losing Trades | 248 | 122 | 126 | 248 | 122 | 126 |
Profitability (%) | 45.614 | 46.4912 | 44.7368 | 45.614 | 46.4912 | 44.7368 |
Ratio Avg Win / Avg Loss | 1.937 | 2.2133 | 1.4507 | 1.2427 | 1.1966 | 1.2922 |
Largest Winning Trade | 235593 | 235593 | 25648 | 5642910 | 5642910 | 1907659 |
Largest Losing Trade | -36842 | -36842 | -31948 | -2704648 | -2625477 | -2704648 |
Avg Bars in Trades | 48 | 60 | 36 | 48 | 60 | 36 |
Avg Bars in Winners | 61 | 71 | 51 | 61 | 71 | 51 |
Avg Bars in Losers | 38 | 52 | 24 | 38 | 52 | 24 |
Bars Traded | 22277 | 13904 | 8373 | 22277 | 13904 | 8373 |
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 | 350792 | 241310 | -315071 | -165371 | -171221 | -165790 |
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{ "first_band": { "type": "sma", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 153, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 153, "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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