Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1366555.8676 | 1248325.3369 | 118230.5307 | 6208909.8075 | 1594577.6945 | 4614332.113 |
Total P&L (%) | 1366.5559 | 1248.3253 | 118.2305 | 6208.9098 | 1594.5777 | 4614.3321 |
Avg Daily Profit (%) | 0.7319 | 0.6686 | 0.0633 | 0.2222 | 0.1517 | 0.2066 |
Buy And Hold Return (%) | 472.7265 | 472.7265 | 472.7265 | 472.7265 | 472.7265 | 472.7265 |
Max Trade Drawdown | -128943 | -94617 | -114012 | -8826963 | -8293609 | -1970464 |
Profit Factor | 2.4925 | 3.2507 | 1.3275 | 1.2817 | 1.0999 | 1.7593 |
Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Winning Trades | 91 | 43 | 48 | 91 | 43 | 48 |
Losing Trades | 104 | 54 | 50 | 104 | 54 | 50 |
Profitability (%) | 46.6667 | 44.3299 | 48.9796 | 46.6667 | 44.3299 | 48.9796 |
Ratio Avg Win / Avg Loss | 2.8486 | 4.0823 | 1.3829 | 1.4648 | 1.3812 | 1.8326 |
Largest Winning Trade | 536750 | 536750 | 34118 | 4720751 | 4720751 | 2474404 |
Largest Losing Trade | -58202 | -35978 | -58202 | -2856493 | -2856493 | -562654 |
Avg Bars in Trades | 54 | 76 | 32 | 54 | 76 | 32 |
Avg Bars in Winners | 70 | 96 | 47 | 70 | 96 | 47 |
Avg Bars in Losers | 40 | 61 | 18 | 40 | 61 | 18 |
Bars Traded | 10692 | 7468 | 3224 | 10692 | 7468 | 3224 |
Profit Streak | 58.7303 | 58.7303 | 89.0637 | 58.7303 | 58.7303 | 89.0637 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 548888 | 463900 | -273231 | 335519 | -107765 | 435659 |
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{ "first_band": { "type": "sma", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 159, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 159, "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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