Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 984526.2826 | 1036884.4041 | -52358.1215 | 76624.4879 | 599949.941 | -523325.4532 |
Total P&L (%) | 984.5263 | 1036.8844 | -52.3581 | 76.6245 | 599.9499 | -523.3255 |
Avg Daily Profit (%) | 0.5273 | 0.5553 | -0.028 | 0.0305 | 0.1043 | 0 |
Buy And Hold Return (%) | 472.1805 | 472.1805 | 472.1805 | 472.1805 | 472.1805 | 472.1805 |
Max Trade Drawdown | -201887 | -201951 | -175068 | -589448 | -423922 | -676369 |
Profit Factor | 2.1613 | 3.1433 | 0.8562 | 1.0458 | 1.7704 | 0.4144 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 52 | 22 | 30 | 52 | 22 | 30 |
Losing Trades | 51 | 29 | 22 | 51 | 29 | 22 |
Profitability (%) | 50.4854 | 43.1373 | 57.6923 | 50.4854 | 43.1373 | 57.6923 |
Ratio Avg Win / Avg Loss | 2.1198 | 4.1434 | 0.6278 | 1.0257 | 2.3337 | 0.3039 |
Largest Winning Trade | 537544 | 537544 | 30785 | 525117 | 525117 | 77145 |
Largest Losing Trade | -58628 | -47539 | -58628 | -365138 | -150554 | -365138 |
Avg Bars in Trades | 69 | 99 | 40 | 69 | 99 | 40 |
Avg Bars in Winners | 87 | 133 | 53 | 87 | 133 | 53 |
Avg Bars in Losers | 51 | 74 | 21 | 51 | 74 | 21 |
Bars Traded | 7175 | 5083 | 2092 | 7175 | 5083 | 2092 |
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 | 322617 | -171225 | -759836 | -487750 | -314332 | -759836 |
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{ "first_band": { "type": "sma", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 171, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 171, "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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