Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 86664.435 | 66458.2396 | 20206.1953 | 55109.2634 | 139409.8944 | -84300.631 |
Total P&L (%) | 86.6644 | 66.4582 | 20.2062 | 55.1093 | 139.4099 | -84.3006 |
Avg Daily Profit (%) | 0.3254 | 0.2496 | 0.0759 | 0.165 | 0.3284 | -0.6929 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87323 | -39971 | -91358 | -197754 | -67756 | -224381 |
Profit Factor | 1.1969 | 1.3523 | 1.0803 | 1.0653 | 1.4298 | 0.8377 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 122 | 62 | 60 | 122 | 62 | 60 |
Losing Trades | 92 | 45 | 47 | 92 | 45 | 47 |
Profitability (%) | 57.0093 | 57.9439 | 56.0748 | 57.0093 | 57.9439 | 56.0748 |
Ratio Avg Win / Avg Loss | 0.9025 | 0.9815 | 0.8462 | 0.8033 | 1.0377 | 0.6562 |
Largest Winning Trade | 17185 | 15384 | 17185 | 34846 | 34846 | 24620 |
Largest Losing Trade | -20767 | -18280 | -20767 | -55292 | -35886 | -55292 |
Avg Bars in Trades | 58 | 56 | 60 | 58 | 56 | 60 |
Avg Bars in Winners | 46 | 42 | 51 | 46 | 42 | 51 |
Avg Bars in Losers | 72 | 74 | 71 | 72 | 74 | 71 |
Bars Traded | 12438 | 6002 | 6436 | 12438 | 6002 | 6436 |
Profit Streak | 0 | 277.2299 | 0 | 0 | 277.2299 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 132977 | 248320 | -233093 | -143370 | 358121 | -581636 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 102, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 102, "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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