Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 782369.6114 | 726047.4723 | 56322.139 | 397019.6679 | 470823.7083 | -73804.0404 |
Total P&L (%) | 782.3696 | 726.0475 | 56.3221 | 397.0197 | 470.8237 | -73.804 |
Avg Daily Profit (%) | 0.4192 | 0.389 | 0.0302 | 0.0859 | 0.0934 | -0.0717 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108635 | -87912 | -97089 | -675787 | -501239 | -266832 |
Profit Factor | 1.879 | 2.6342 | 1.1263 | 1.1531 | 1.312 | 0.9319 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Losing Trades | 77 | 41 | 36 | 77 | 41 | 36 |
Profitability (%) | 41.2214 | 36.9231 | 45.4545 | 41.2214 | 36.9231 | 45.4545 |
Ratio Avg Win / Avg Loss | 2.6793 | 4.5001 | 1.3516 | 1.6442 | 2.2412 | 1.1183 |
Largest Winning Trade | 344612 | 344612 | 50624 | 684524 | 684524 | 80820 |
Largest Losing Trade | -44206 | -44206 | -33614 | -344909 | -344909 | -90656 |
Avg Bars in Trades | 79 | 102 | 56 | 79 | 102 | 56 |
Avg Bars in Winners | 104 | 143 | 72 | 104 | 143 | 72 |
Avg Bars in Losers | 61 | 78 | 42 | 61 | 78 | 42 |
Bars Traded | 10352 | 6650 | 3702 | 10352 | 6650 | 3702 |
Profit Streak | 119.4633 | 119.4633 | 126.2967 | 119.4633 | 119.4633 | 126.2967 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 423462 | -121801 | -359913 | -130934 | -203525 | -703985 |
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{ "first_band": { "type": "sma", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 191, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 191, "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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