Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 186788.4392 | -2205.1644 | 188993.6036 | 173545.557 | -5547.7807 | 179093.3378 |
Total P&L (%) | 186.7884 | -2.2052 | 188.9936 | 173.5456 | -5.5478 | 179.0933 |
Avg Daily Profit (%) | 0.1792 | -0.0021 | 0.1813 | 0.0966 | -0.0055 | 0.0985 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86194 | -105415 | -46549 | -110673 | -120376 | -60925 |
Profit Factor | 1.7251 | 0.9873 | 3.2583 | 1.6171 | 0.9691 | 2.7641 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Profitability (%) | 60.6557 | 58.0645 | 63.3333 | 60.6557 | 58.0645 | 63.3333 |
Ratio Avg Win / Avg Loss | 1.119 | 0.7131 | 1.8864 | 1.049 | 0.6999 | 1.6002 |
Largest Winning Trade | 51234 | 51234 | 39218 | 46637 | 40285 | 46637 |
Largest Losing Trade | -42998 | -42998 | -35714 | -53593 | -53593 | -45470 |
Avg Bars in Trades | 65 | 51 | 80 | 65 | 51 | 80 |
Avg Bars in Winners | 55 | 32 | 77 | 55 | 32 | 77 |
Avg Bars in Losers | 80 | 77 | 84 | 80 | 77 | 84 |
Bars Traded | 3991 | 1582 | 2409 | 3991 | 1582 | 2409 |
Profit Streak | 207.2884 | 207.2884 | 230.2884 | 207.2884 | 207.2884 | 230.2884 |
Trades During Streak | 12 | 6 | 8 | 12 | 6 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -153440 | -578336 | 606459 | -225132 | -578336 | -53039 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 169, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 169, "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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