Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1133333.7805 | 1109765.231 | 23568.5495 | 524897.3988 | 581967.275 | -57069.8762 |
Total P&L (%) | 1133.3338 | 1109.7652 | 23.5686 | 524.8974 | 581.9673 | -57.0699 |
Avg Daily Profit (%) | 0.4529 | 0.4434 | 0.0094 | 0.0732 | 0.0767 | -0.0338 |
Buy And Hold Return (%) | 444.2708 | 444.2708 | 444.2708 | 444.2708 | 444.2708 | 444.2708 |
Max Trade Drawdown | -130604 | -125958 | -90145 | -2118445 | -1834261 | -654462 |
Profit Factor | 3.0315 | 4.0815 | 1.1192 | 1.0987 | 1.1535 | 0.9626 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
Profitability (%) | 41.7582 | 35.5556 | 47.8261 | 41.7582 | 35.5556 | 47.8261 |
Ratio Avg Win / Avg Loss | 4.2281 | 7.3978 | 1.2209 | 1.5324 | 2.0907 | 1.0501 |
Largest Winning Trade | 920490 | 920490 | 46952 | 1849225 | 1849225 | 323603 |
Largest Losing Trade | -46937 | -46937 | -27456 | -759825 | -759825 | -406601 |
Avg Bars in Trades | 143 | 255 | 32 | 143 | 255 | 32 |
Avg Bars in Winners | 212 | 451 | 38 | 212 | 451 | 38 |
Avg Bars in Losers | 93 | 147 | 27 | 93 | 147 | 27 |
Bars Traded | 13017 | 11516 | 1501 | 13017 | 11516 | 1501 |
Profit Streak | 93.3303 | 0 | 94.1636 | 93.3303 | 0 | 94.1636 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 362742 | 292292 | -435664 | -317264 | -215556 | -579323 |
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{ "first_band": { "type": "sma", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 82, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 82, "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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