Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1532926.8069 | 1524281.2273 | 8645.5796 | 821576.9384 | 456437.1543 | 365139.7842 |
Total P&L (%) | 1532.9268 | 1524.2812 | 8.6456 | 821.5769 | 456.4372 | 365.1398 |
Avg Daily Profit (%) | 0.821 | 0.8164 | 0.0046 | 0.119 | 0.092 | 0.0824 |
Buy And Hold Return (%) | 486.1374 | 486.1374 | 486.1374 | 486.1374 | 486.1374 | 486.1374 |
Max Trade Drawdown | -141287 | -111734 | -89326 | -1603499 | -2109885 | -675115 |
Profit Factor | 3.3535 | 5.4104 | 1.0283 | 1.1155 | 1.1125 | 1.1196 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 27 | 11 | 16 | 27 | 11 | 16 |
Losing Trades | 57 | 31 | 26 | 57 | 31 | 26 |
Profitability (%) | 32.1429 | 26.1905 | 38.0952 | 32.1429 | 26.1905 | 38.0952 |
Ratio Avg Win / Avg Loss | 7.0796 | 15.2475 | 1.671 | 2.355 | 3.1352 | 1.8193 |
Largest Winning Trade | 953637 | 953637 | 62714 | 2021693 | 2021693 | 708785 |
Largest Losing Trade | -33826 | -31971 | -33826 | -564614 | -535948 | -564614 |
Avg Bars in Trades | 128 | 110 | 146 | 128 | 110 | 146 |
Avg Bars in Winners | 271 | 273 | 270 | 271 | 273 | 270 |
Avg Bars in Losers | 60 | 52 | 70 | 60 | 52 | 70 |
Bars Traded | 10798 | 4639 | 6159 | 10798 | 4639 | 6159 |
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 | 356458 | -6239 | -545306 | -141710 | -356173 | -341233 |
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{ "first_band": { "type": "sma", "factors": { "length": 219, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 34, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 219, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 34, "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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