Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 307962.3034 | 349770.2271 | -41807.9237 | 1217610.8928 | 1268319.7415 | -50708.8487 |
Total P&L (%) | 307.9623 | 349.7702 | -41.8079 | 1217.6109 | 1268.3197 | -50.7088 |
Avg Daily Profit (%) | 0.1558 | 0.1769 | -0.0211 | 0.1305 | 0.1324 | -0.0358 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -302966 | -103100 | -352015 | -1768143 | -492820 | -1723934 |
Profit Factor | 1.4624 | 2.7324 | 0.9099 | 1.3272 | 2.3691 | 0.9819 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 42 | 18 | 24 | 42 | 17 | 25 |
Losing Trades | 30 | 18 | 12 | 30 | 19 | 11 |
Profitability (%) | 58.3333 | 50 | 66.6667 | 58.3333 | 47.2222 | 69.4444 |
Ratio Avg Win / Avg Loss | 1.0446 | 2.7324 | 0.455 | 0.948 | 2.6478 | 0.432 |
Largest Winning Trade | 98312 | 98312 | 57912 | 1055908 | 560909 | 1055908 |
Largest Losing Trade | -170978 | -46648 | -170978 | -1720763 | -268455 | -1720763 |
Avg Bars in Trades | 77 | 39 | 115 | 77 | 39 | 115 |
Avg Bars in Winners | 57 | 32 | 76 | 63 | 33 | 84 |
Avg Bars in Losers | 106 | 47 | 194 | 97 | 45 | 186 |
Bars Traded | 5594 | 1428 | 4166 | 5594 | 1428 | 4166 |
Profit Streak | 0 | 734.601 | 0 | 0 | 734.601 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -74099 | 475843 | -578619 | -102219 | -11819 | -578259 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 222, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 222, "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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