Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1551465.2709 | 1427626.0482 | 123839.2227 | 5798978.0426 | 1953297.7235 | 3845680.3191 |
Total P&L (%) | 1551.4653 | 1427.626 | 123.8392 | 5798.978 | 1953.2977 | 3845.6803 |
Avg Daily Profit (%) | 0.8204 | 0.7549 | 0.0655 | 0.2158 | 0.1599 | 0.1945 |
Buy And Hold Return (%) | 232.0053 | 232.0053 | 232.0053 | 232.0053 | 232.0053 | 232.0053 |
Max Trade Drawdown | -107647 | -100186 | -57385 | -7307211 | -5482339 | -3303902 |
Profit Factor | 4.2616 | 6.8641 | 1.5333 | 1.2266 | 1.1372 | 1.3386 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Profitability (%) | 41.9355 | 39.1304 | 44.6809 | 41.9355 | 39.1304 | 44.6809 |
Ratio Avg Win / Avg Loss | 5.9007 | 10.6775 | 1.8984 | 1.6984 | 1.7691 | 1.6574 |
Largest Winning Trade | 1042332 | 1042332 | 62227 | 5116798 | 5116798 | 2118294 |
Largest Losing Trade | -27026 | -23261 | -27026 | -1546324 | -1546324 | -1179057 |
Avg Bars in Trades | 119 | 114 | 124 | 119 | 114 | 124 |
Avg Bars in Winners | 186 | 179 | 192 | 186 | 179 | 192 |
Avg Bars in Losers | 71 | 72 | 70 | 71 | 72 | 70 |
Bars Traded | 11121 | 5262 | 5859 | 11121 | 5262 | 5859 |
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 | 624255 | 597269 | -270640 | 217132 | -64901 | 267647 |
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{ "first_band": { "type": "sma", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 79, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 79, "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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