Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 115809.1686 | 80390.2238 | 35418.9448 | 126557.9277 | 74821.8352 | 51736.0925 |
Total P&L (%) | 115.8092 | 80.3902 | 35.4189 | 126.5579 | 74.8218 | 51.7361 |
Avg Daily Profit (%) | 0.4616 | 0.3204 | 0.1412 | 0.3265 | 0.2229 | 0.1663 |
Buy And Hold Return (%) | 21.5617 | 21.5617 | 21.5617 | 21.5617 | 21.5617 | 21.5617 |
Max Trade Drawdown | -72002 | -28055 | -47781 | -81179 | -78065 | -36815 |
Profit Factor | 1.6678 | 1.9189 | 1.4121 | 1.5292 | 1.551 | 1.5004 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 75 | 36 | 39 | 75 | 36 | 39 |
Losing Trades | 23 | 13 | 10 | 23 | 13 | 10 |
Profitability (%) | 76.5306 | 73.4694 | 79.5918 | 76.5306 | 73.4694 | 79.5918 |
Ratio Avg Win / Avg Loss | 0.5114 | 0.6929 | 0.3621 | 0.4689 | 0.5601 | 0.3847 |
Largest Winning Trade | 15750 | 15750 | 9094 | 25871 | 25871 | 12048 |
Largest Losing Trade | -47781 | -19391 | -47781 | -53165 | -53165 | -36815 |
Avg Bars in Trades | 233 | 228 | 238 | 233 | 228 | 238 |
Avg Bars in Winners | 140 | 136 | 144 | 140 | 136 | 144 |
Avg Bars in Losers | 536 | 483 | 605 | 536 | 483 | 605 |
Bars Traded | 22873 | 11203 | 11670 | 22873 | 11203 | 11670 |
Profit Streak | 0 | 0 | 32.3045 | 0 | 0 | 32.3045 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 421352 | 315547 | -11711 | 371465 | 244356 | 208679 |
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{ "first_band": { "type": "sma", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 197, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 197, "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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