Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2439319.1225 | 2331037.0789 | 108282.0435 | 64847309.793 | 35939176.8403 | 28908132.9527 |
Total P&L (%) | 2439.3191 | 2331.0371 | 108.282 | 64847.3098 | 35939.1768 | 28908.133 |
Avg Daily Profit (%) | 1.0652 | 1.0179 | 0.0473 | 0.2832 | 0.2574 | 0.2479 |
Buy And Hold Return (%) | 7171.487 | 7171.487 | 7171.487 | 7171.487 | 7171.487 | 7171.487 |
Max Trade Drawdown | -88992 | -93234 | -41941 | -9924548 | -9538835 | -6944789 |
Profit Factor | 6.9322 | 10.3158 | 1.6727 | 2.2607 | 2.0317 | 2.7415 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 54.1667 | 52.7778 | 55.5556 | 54.1667 | 52.7778 | 55.5556 |
Ratio Avg Win / Avg Loss | 5.8657 | 9.2299 | 1.3381 | 1.9129 | 1.8178 | 2.1932 |
Largest Winning Trade | 1673527 | 1673527 | 28769 | 22182670 | 22182670 | 9154915 |
Largest Losing Trade | -38088 | -38088 | -27550 | -7667667 | -7667667 | -5007683 |
Avg Bars in Trades | 60 | 93 | 27 | 60 | 93 | 27 |
Avg Bars in Winners | 72 | 107 | 38 | 72 | 107 | 38 |
Avg Bars in Losers | 46 | 77 | 13 | 46 | 77 | 13 |
Bars Traded | 4349 | 3363 | 986 | 4349 | 3363 | 986 |
Profit Streak | 0 | 0 | 348.3036 | 0 | 0 | 348.3036 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -226813 | -143536 | -291120 | -69907 | 411192 | 498339 |
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{ "first_band": { "type": "sma", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 104, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 104, "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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