Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 750530.1564 | 660936.3945 | 89593.7619 | 1495430.2115 | 1150257.5732 | 345172.6383 |
Total P&L (%) | 750.5302 | 660.9364 | 89.5938 | 1495.4302 | 1150.2576 | 345.1726 |
Avg Daily Profit (%) | 0.4075 | 0.3588 | 0.0486 | 0.1505 | 0.1372 | 0.0811 |
Buy And Hold Return (%) | 132.5085 | 132.5085 | 132.5085 | 132.5085 | 132.5085 | 132.5085 |
Max Trade Drawdown | -157733 | -151286 | -43004 | -253002 | -225297 | -208612 |
Profit Factor | 2.2803 | 3.0846 | 1.3328 | 1.9747 | 2.4583 | 1.463 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 72 | 32 | 40 | 72 | 32 | 40 |
Losing Trades | 66 | 37 | 29 | 66 | 37 | 29 |
Profitability (%) | 52.1739 | 46.3768 | 57.971 | 52.1739 | 46.3768 | 57.971 |
Ratio Avg Win / Avg Loss | 2.0902 | 3.5666 | 0.9663 | 1.8101 | 2.8424 | 1.0607 |
Largest Winning Trade | 481317 | 481317 | 37573 | 465616 | 465616 | 139051 |
Largest Losing Trade | -51436 | -37069 | -51436 | -202868 | -202868 | -150806 |
Avg Bars in Trades | 25 | 28 | 21 | 25 | 28 | 21 |
Avg Bars in Winners | 33 | 42 | 25 | 33 | 42 | 25 |
Avg Bars in Losers | 15 | 16 | 15 | 15 | 16 | 15 |
Bars Traded | 3451 | 1976 | 1475 | 3451 | 1976 | 1475 |
Profit Streak | 23.7279 | 38.2279 | 0 | 23.7279 | 38.2279 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 530334 | -88599 | -395483 | 462099 | -107283 | -187421 |
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{ "first_band": { "type": "sma", "factors": { "length": 3, "offset": 77 } }, "second_band": { "type": "midpoint", "factors": { "length": 158, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 3, "offset": 77 } }, "second_band": { "type": "midpoint", "factors": { "length": 158, "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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