Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 487426.705 | 286350.1243 | 201076.5807 | 357785.8229 | 6946.9014 | 350838.9215 |
Total P&L (%) | 487.4267 | 286.3501 | 201.0766 | 357.7858 | 6.9469 | 350.8389 |
Avg Daily Profit (%) | 0.2674 | 0.1571 | 0.1103 | 0.0835 | 0.0037 | 0.0827 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104105 | -114794 | -87820 | -452473 | -385935 | -373498 |
Profit Factor | 1.5698 | 1.6532 | 1.4821 | 1.1535 | 1.0059 | 1.3046 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 97 | 40 | 57 | 97 | 40 | 57 |
Losing Trades | 87 | 52 | 35 | 87 | 52 | 35 |
Profitability (%) | 52.7174 | 43.4783 | 61.9565 | 52.7174 | 43.4783 | 61.9565 |
Ratio Avg Win / Avg Loss | 1.4079 | 2.1491 | 0.9101 | 1.0346 | 1.3077 | 0.8011 |
Largest Winning Trade | 176271 | 176271 | 72056 | 222507 | 122435 | 222507 |
Largest Losing Trade | -59104 | -29527 | -59104 | -273433 | -104505 | -273433 |
Avg Bars in Trades | 58 | 40 | 76 | 58 | 40 | 76 |
Avg Bars in Winners | 65 | 44 | 80 | 65 | 44 | 80 |
Avg Bars in Losers | 50 | 37 | 69 | 50 | 37 | 69 |
Bars Traded | 10756 | 3727 | 7029 | 10756 | 3727 | 7029 |
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 | 404836 | 271460 | -44954 | -131817 | -570559 | -82919 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 42, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 42, "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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