Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1205620.4898 | 1088040.676 | 117579.8138 | 12168406.2275 | 11324956.3756 | 843449.8519 |
Total P&L (%) | 1205.6205 | 1088.0407 | 117.5798 | 12168.4062 | 11324.9564 | 843.4499 |
Avg Daily Profit (%) | 0.4822 | 0.4352 | 0.047 | 0.1926 | 0.1897 | 0.0898 |
Buy And Hold Return (%) | 703.0111 | 703.0111 | 703.0111 | 703.0111 | 703.0111 | 703.0111 |
Max Trade Drawdown | -113281 | -93029 | -95937 | -6432399 | -4419353 | -5751130 |
Profit Factor | 3.4591 | 4.6533 | 1.6109 | 1.6341 | 2.0501 | 1.1003 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Losing Trades | 61 | 28 | 33 | 61 | 28 | 33 |
Profitability (%) | 45.045 | 49.0909 | 41.0714 | 45.045 | 49.0909 | 41.0714 |
Ratio Avg Win / Avg Loss | 4.2201 | 4.8257 | 2.3114 | 1.9936 | 2.126 | 1.5787 |
Largest Winning Trade | 605485 | 605485 | 60404 | 6765423 | 6765423 | 1815369 |
Largest Losing Trade | -42458 | -42458 | -29298 | -2608152 | -1452063 | -2608152 |
Avg Bars in Trades | 84 | 106 | 63 | 84 | 106 | 63 |
Avg Bars in Winners | 113 | 135 | 87 | 113 | 135 | 87 |
Avg Bars in Losers | 61 | 78 | 46 | 61 | 78 | 46 |
Bars Traded | 9420 | 5854 | 3566 | 9420 | 5854 | 3566 |
Profit Streak | 61.5665 | 137.8165 | 61.5665 | 61.5665 | 137.8165 | 61.5665 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 274308 | -171373 | -475799 | 374811 | -167211 | -468293 |
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{ "first_band": { "type": "sma", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 212, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 212, "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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