Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1213080.1268 | 1058198.2526 | 154881.8742 | 1900817.8157 | 232412.8402 | 1668404.9755 |
Total P&L (%) | 1213.0801 | 1058.1983 | 154.8819 | 1900.8178 | 232.4128 | 1668.405 |
Avg Daily Profit (%) | 0.5107 | 0.4455 | 0.0652 | 0.1262 | 0.0506 | 0.121 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98119 | -88486 | -75999 | -3104201 | -3938958 | -2028670 |
Profit Factor | 2.9222 | 4.3202 | 1.4958 | 1.1285 | 1.0274 | 1.2652 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 42.6667 | 44.7368 | 40.5405 | 42.6667 | 44.7368 | 40.5405 |
Ratio Avg Win / Avg Loss | 3.9266 | 5.3367 | 2.1938 | 1.5165 | 1.2691 | 1.8556 |
Largest Winning Trade | 705623 | 705623 | 71916 | 2936719 | 2936719 | 1636769 |
Largest Losing Trade | -58381 | -39105 | -58381 | -1996345 | -1996345 | -1062256 |
Avg Bars in Trades | 123 | 92 | 154 | 123 | 92 | 154 |
Avg Bars in Winners | 216 | 154 | 285 | 216 | 154 | 285 |
Avg Bars in Losers | 54 | 42 | 65 | 54 | 42 | 65 |
Bars Traded | 9245 | 3524 | 5720 | 9245 | 3524 | 5720 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -47856 | 554341 | -107154 | -166268 | -317838 | -33744 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 24, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 24, "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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