Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 108723.6282 | 75426.9264 | 33296.7018 | 134949.0332 | 101544.6474 | 33404.3858 |
Total P&L (%) | 108.7236 | 75.4269 | 33.2967 | 134.949 | 101.5446 | 33.4044 |
Avg Daily Profit (%) | 0.4175 | 0.2896 | 0.1279 | 0.3285 | 0.2695 | 0.1107 |
Buy And Hold Return (%) | 11.7991 | 11.7991 | 11.7991 | 11.7991 | 11.7991 | 11.7991 |
Max Trade Drawdown | -35292 | -40464 | -22076 | -58956 | -65304 | -50652 |
Profit Factor | 1.6482 | 1.6902 | 1.5698 | 1.4251 | 1.5032 | 1.2888 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Losing Trades | 73 | 35 | 38 | 73 | 35 | 38 |
Profitability (%) | 44.697 | 46.9697 | 42.4242 | 44.697 | 46.9697 | 42.4242 |
Ratio Avg Win / Avg Loss | 2.0394 | 1.9083 | 2.1305 | 1.7632 | 1.6971 | 1.7491 |
Largest Winning Trade | 36606 | 36606 | 11683 | 48478 | 48478 | 18821 |
Largest Losing Trade | -13151 | -13151 | -7088 | -24451 | -24451 | -16968 |
Avg Bars in Trades | 185 | 312 | 58 | 185 | 312 | 58 |
Avg Bars in Winners | 280 | 460 | 80 | 280 | 460 | 80 |
Avg Bars in Losers | 108 | 180 | 42 | 108 | 180 | 42 |
Bars Traded | 24476 | 20600 | 3876 | 24476 | 20600 | 3876 |
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 | 341763 | -115847 | -151554 | 272555 | -116380 | -176095 |
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{ "first_band": { "type": "sma", "factors": { "length": 141, "offset": 108 } }, "second_band": { "type": "dcu", "factors": { "length": 131, "offset": 0 } } }
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# | 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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