Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 505365.487 | 460819.4389 | 44546.0481 | -89628.6609 | 557967.0076 | -647595.6685 |
Total P&L (%) | 505.3655 | 460.8194 | 44.546 | -89.6287 | 557.967 | -647.5957 |
Avg Daily Profit (%) | 0.2678 | 0.2442 | 0.0236 | -0.12 | 0.0999 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164271 | -117375 | -167318 | -621622 | -41818 | -729978 |
Profit Factor | 1.395 | 1.9614 | 1.0557 | 0.9112 | 5.899 | 0.2772 |
Total Trades | 239 | 120 | 119 | 239 | 120 | 119 |
Winning Trades | 142 | 69 | 73 | 142 | 69 | 73 |
Losing Trades | 97 | 51 | 46 | 97 | 51 | 46 |
Profitability (%) | 59.4142 | 57.5 | 61.3445 | 59.4142 | 57.5 | 61.3445 |
Ratio Avg Win / Avg Loss | 0.9529 | 1.4497 | 0.6652 | 0.6225 | 4.3601 | 0.1747 |
Largest Winning Trade | 78086 | 78086 | 61774 | 272812 | 272812 | 49509 |
Largest Losing Trade | -97722 | -40565 | -97722 | -608011 | -41818 | -608011 |
Avg Bars in Trades | 31 | 23 | 39 | 31 | 23 | 39 |
Avg Bars in Winners | 28 | 18 | 36 | 28 | 18 | 36 |
Avg Bars in Losers | 35 | 29 | 43 | 35 | 29 | 43 |
Bars Traded | 7452 | 2804 | 4648 | 7452 | 2804 | 4648 |
Profit Streak | 4.0613 | 4.0613 | 10.3113 | 4.0613 | 4.0613 | 10.3113 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 373839 | 412746 | -321759 | -578008 | -49897 | -578445 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 45, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 45, "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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