Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1758915.6053 | 1741759.4369 | 17156.1684 | 16719897.5488 | 19261932.7873 | -2542035.2385 |
Total P&L (%) | 1758.9156 | 1741.7594 | 17.1562 | 16719.8975 | 19261.9328 | -2542.0352 |
Avg Daily Profit (%) | 0.9466 | 0.9374 | 0.0092 | 0.2762 | 0.2838 | 0 |
Buy And Hold Return (%) | 7956.6637 | 7956.6637 | 7956.6637 | 7956.6637 | 7956.6637 | 7956.6637 |
Max Trade Drawdown | -84434 | -43503 | -84661 | -8646199 | -4076165 | -8437224 |
Profit Factor | 6.0131 | 12.9089 | 1.0838 | 1.8639 | 3.1505 | 0.7555 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Losing Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Profitability (%) | 46.7742 | 54.8387 | 38.7097 | 46.7742 | 54.8387 | 38.7097 |
Ratio Avg Win / Avg Loss | 6.8425 | 10.6309 | 1.7161 | 2.121 | 2.5946 | 1.1962 |
Largest Winning Trade | 1029133 | 1029133 | 61792 | 10009276 | 10009276 | 2956293 |
Largest Losing Trade | -52413 | -28178 | -52413 | -2652085 | -2652085 | -2301587 |
Avg Bars in Trades | 167 | 172 | 162 | 167 | 172 | 162 |
Avg Bars in Winners | 257 | 255 | 262 | 257 | 255 | 262 |
Avg Bars in Losers | 87 | 73 | 98 | 87 | 73 | 98 |
Bars Traded | 10383 | 5359 | 5024 | 10383 | 5359 | 5024 |
Profit Streak | 0 | 221.2366 | 0 | 0 | 221.2366 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -303710 | -142019 | -477886 | -153740 | 454884 | -583541 |
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{ "first_band": { "type": "sma", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 40, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 40, "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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