Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 70955.5435 | 256719.3717 | -185763.8282 | 9480326.8361 | 525769.7909 | 8954557.0451 |
Total P&L (%) | 70.9555 | 256.7194 | -185.7638 | 9480.3268 | 525.7698 | 8954.557 |
Avg Daily Profit (%) | 0.0374 | 0.1354 | -0.098 | 0.2409 | 0.0968 | 0.238 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -463409 | -50925 | -437336 | -5341093 | -3032487 | -3859193 |
Profit Factor | 1.071 | 1.9708 | 0.747 | 1.5603 | 1.0583 | 2.1333 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 82 | 35 | 47 | 62 | 31 | 31 |
Losing Trades | 40 | 26 | 14 | 60 | 30 | 30 |
Profitability (%) | 67.2131 | 57.377 | 77.0492 | 50.8197 | 50.8197 | 50.8197 |
Ratio Avg Win / Avg Loss | 0.5225 | 1.464 | 0.2225 | 1.5099 | 1.0242 | 2.0645 |
Largest Winning Trade | 98427 | 98427 | 34638 | 7240123 | 1510199 | 7240123 |
Largest Losing Trade | -412483 | -50925 | -412483 | -2304367 | -2304367 | -1807633 |
Avg Bars in Trades | 59 | 42 | 76 | 59 | 42 | 76 |
Avg Bars in Winners | 47 | 36 | 55 | 61 | 46 | 76 |
Avg Bars in Losers | 84 | 50 | 147 | 57 | 38 | 76 |
Bars Traded | 7242 | 2583 | 4659 | 7242 | 2583 | 4659 |
Profit Streak | 16.8938 | 0 | 17.1438 | 16.8938 | 0 | 17.1438 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -283816 | -170340 | -738382 | 438285 | -381334 | -148584 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 178, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 178, "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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