Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1362208.3987 | 1451423.0575 | -89214.6588 | -13491.7009 | -15771.6977 | 2279.9967 |
Total P&L (%) | 1362.2084 | 1451.4231 | -89.2147 | -13.4917 | -15.7717 | 2.28 |
Avg Daily Profit (%) | 0.5772 | 0.615 | -0.0378 | -0.0061 | -0.0073 | 0.001 |
Buy And Hold Return (%) | 458.8083 | 458.8083 | 458.8083 | 458.8083 | 458.8083 | 458.8083 |
Max Trade Drawdown | -151281 | -141086 | -144437 | -440346 | -405176 | -160711 |
Profit Factor | 2.9986 | 5.503 | 0.7517 | 0.9887 | 0.9761 | 1.0043 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 23 | 11 | 12 | 23 | 11 | 12 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 31.9444 | 30.5556 | 33.3333 | 31.9444 | 30.5556 | 33.3333 |
Ratio Avg Win / Avg Loss | 6.3884 | 12.5069 | 1.5033 | 2.1064 | 2.2185 | 2.0085 |
Largest Winning Trade | 1353912 | 1353912 | 56054 | 374160 | 374160 | 127431 |
Largest Losing Trade | -76194 | -36058 | -76194 | -142757 | -142757 | -77790 |
Avg Bars in Trades | 63 | 58 | 68 | 63 | 58 | 68 |
Avg Bars in Winners | 127 | 104 | 148 | 127 | 104 | 148 |
Avg Bars in Losers | 32 | 37 | 27 | 32 | 37 | 27 |
Bars Traded | 4545 | 2097 | 2448 | 4545 | 2097 | 2448 |
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 | -76948 | 331885 | -584483 | -668799 | -585564 | -578533 |
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{ "first_band": { "type": "sma", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 14, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 14, "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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