Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 76841.0373 | 54856.9675 | 21984.0698 | 78643.1776 | 73481.2094 | 5161.9681 |
Total P&L (%) | 76.841 | 54.857 | 21.9841 | 78.6432 | 73.4812 | 5.162 |
Avg Daily Profit (%) | 0.2951 | 0.2106 | 0.0844 | 0.2231 | 0.2118 | 0.0193 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43270 | -19957 | -35253 | -74096 | -27019 | -62913 |
Profit Factor | 1.4298 | 1.7783 | 1.203 | 1.2957 | 1.7279 | 1.0313 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 57.1429 | 55.5556 | 58.6957 | 57.1429 | 55.5556 | 58.6957 |
Ratio Avg Win / Avg Loss | 1.0724 | 1.4227 | 0.8466 | 0.9718 | 1.3823 | 0.7257 |
Largest Winning Trade | 18816 | 18816 | 15965 | 21064 | 21064 | 20210 |
Largest Losing Trade | -21485 | -10120 | -21485 | -25164 | -15206 | -25164 |
Avg Bars in Trades | 271 | 286 | 256 | 271 | 286 | 256 |
Avg Bars in Winners | 271 | 296 | 248 | 271 | 296 | 248 |
Avg Bars in Losers | 269 | 272 | 266 | 269 | 272 | 266 |
Bars Traded | 24663 | 12879 | 11784 | 24663 | 12879 | 11784 |
Profit Streak | 4.8485 | 34.4423 | 4.8485 | 4.8485 | 34.4423 | 4.8485 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364514 | 356019 | -87610 | 252844 | 389203 | -520218 |
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{ "first_band": { "type": "sma", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 169, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 169, "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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