Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 386031.6711 | 395621.7701 | -9590.099 | -43795.0508 | 16775.7302 | -60570.781 |
Total P&L (%) | 386.0317 | 395.6218 | -9.5901 | -43.7951 | 16.7757 | -60.5708 |
Avg Daily Profit (%) | 0.2011 | 0.2061 | -0.005 | -0.03 | 0.0081 | -0.0485 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -227023 | -143058 | -289116 | -118618 | -58741 | -93647 |
Profit Factor | 1.2537 | 1.5932 | 0.9888 | 0.8501 | 1.1275 | 0.6229 |
Total Trades | 364 | 182 | 182 | 364 | 182 | 182 |
Winning Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Losing Trades | 181 | 91 | 90 | 181 | 91 | 90 |
Profitability (%) | 50.2747 | 50 | 50.5495 | 50.2747 | 50 | 50.5495 |
Ratio Avg Win / Avg Loss | 1.24 | 1.5932 | 0.9673 | 0.8409 | 1.1275 | 0.6094 |
Largest Winning Trade | 131933 | 131933 | 48263 | 21328 | 21328 | 12914 |
Largest Losing Trade | -64539 | -37334 | -64539 | -34791 | -34791 | -24553 |
Avg Bars in Trades | 62 | 62 | 62 | 62 | 62 | 62 |
Avg Bars in Winners | 70 | 71 | 68 | 70 | 71 | 68 |
Avg Bars in Losers | 55 | 54 | 55 | 55 | 54 | 55 |
Bars Traded | 22790 | 11465 | 11325 | 22790 | 11465 | 11325 |
Profit Streak | 41.5072 | 41.5072 | 46.4238 | 41.5072 | 41.5072 | 46.4238 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 391426 | 433604 | -579320 | -577335 | -270014 | -579320 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 44, "offset": 61 } }, "second_band": { "type": "sma", "factors": { "length": 209, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 44, "offset": 61 } }, "second_band": { "type": "sma", "factors": { "length": 209, "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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