Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 119419.8783 | 82199.4422 | 37220.4361 | 110926.5382 | 133319.5815 | -22393.0433 |
Total P&L (%) | 119.4199 | 82.1994 | 37.2204 | 110.9265 | 133.3196 | -22.393 |
Avg Daily Profit (%) | 0.4484 | 0.3087 | 0.1398 | 0.2806 | 0.3186 | -0.0951 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48758 | -29890 | -73886 | -101806 | -45581 | -156474 |
Profit Factor | 1.3317 | 1.5184 | 1.1848 | 1.1943 | 1.5706 | 0.9336 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 84 | 43 | 41 | 84 | 43 | 41 |
Losing Trades | 72 | 35 | 37 | 72 | 35 | 37 |
Profitability (%) | 53.8462 | 55.1282 | 52.5641 | 53.8462 | 55.1282 | 52.5641 |
Ratio Avg Win / Avg Loss | 1.1415 | 1.2359 | 1.0692 | 1.0237 | 1.2784 | 0.8425 |
Largest Winning Trade | 37821 | 19338 | 37821 | 36619 | 32677 | 36619 |
Largest Losing Trade | -19984 | -16112 | -19984 | -49610 | -23345 | -49610 |
Avg Bars in Trades | 79 | 77 | 82 | 79 | 77 | 82 |
Avg Bars in Winners | 84 | 76 | 92 | 84 | 76 | 92 |
Avg Bars in Losers | 74 | 79 | 70 | 74 | 79 | 70 |
Bars Traded | 12464 | 6063 | 6400 | 12464 | 6063 | 6400 |
Profit Streak | 273.8173 | 0 | 286.4423 | 273.8173 | 0 | 286.4423 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 379805 | -25201 | -60357 | 73797 | -24797 | -614932 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 61, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 61, "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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