Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 410654.8472 | 288904.3504 | 121750.4968 | 216446.725 | 120354.571 | 96092.154 |
Total P&L (%) | 410.6548 | 288.9044 | 121.7505 | 216.4467 | 120.3546 | 96.0922 |
Avg Daily Profit (%) | 0.4006 | 0.2818 | 0.1188 | 0.1124 | 0.0771 | 0.0657 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99997 | -121109 | -81782 | -317037 | -207636 | -147940 |
Profit Factor | 1.3741 | 1.4621 | 1.2576 | 1.1141 | 1.1078 | 1.1231 |
Total Trades | 300 | 150 | 150 | 300 | 150 | 150 |
Winning Trades | 139 | 65 | 74 | 139 | 65 | 74 |
Losing Trades | 161 | 85 | 76 | 161 | 85 | 76 |
Profitability (%) | 46.3333 | 43.3333 | 49.3333 | 46.3333 | 43.3333 | 49.3333 |
Ratio Avg Win / Avg Loss | 1.5915 | 1.912 | 1.2916 | 1.2904 | 1.4486 | 1.1535 |
Largest Winning Trade | 199122 | 199122 | 30874 | 252843 | 252843 | 37837 |
Largest Losing Trade | -34551 | -34551 | -26449 | -106537 | -106537 | -66645 |
Avg Bars in Trades | 81 | 94 | 67 | 81 | 94 | 67 |
Avg Bars in Winners | 95 | 109 | 84 | 95 | 109 | 84 |
Avg Bars in Losers | 68 | 83 | 50 | 68 | 83 | 50 |
Bars Traded | 24315 | 14207 | 10108 | 24315 | 14207 | 10108 |
Profit Streak | 0 | 0 | 20.3308 | 0 | 0 | 20.3308 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 400532 | 293186 | -33606 | -137780 | -194354 | -189232 |
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{ "first_band": { "type": "sma", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 178, "offset": 0 } } }
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# | 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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