Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1240398.2726 | 1122154.5469 | 118243.7258 | 4606531.4133 | 1679764.8386 | 2926766.5747 |
Total P&L (%) | 1240.3983 | 1122.1545 | 118.2437 | 4606.5314 | 1679.7648 | 2926.7666 |
Avg Daily Profit (%) | 0.6598 | 0.5969 | 0.0629 | 0.2051 | 0.1533 | 0.1816 |
Buy And Hold Return (%) | 269.7639 | 269.7639 | 269.7639 | 269.7639 | 269.7639 | 269.7639 |
Max Trade Drawdown | -66964 | -74485 | -60650 | -2924787 | -2025625 | -1163332 |
Profit Factor | 4.5036 | 6.4225 | 1.8039 | 1.5806 | 1.3255 | 2.0554 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 34 | 13 | 21 | 34 | 13 | 21 |
Losing Trades | 36 | 22 | 14 | 36 | 22 | 14 |
Profitability (%) | 48.5714 | 37.1429 | 60 | 48.5714 | 37.1429 | 60 |
Ratio Avg Win / Avg Loss | 4.7685 | 10.8688 | 1.2026 | 1.6736 | 2.2431 | 1.3703 |
Largest Winning Trade | 794172 | 794172 | 57563 | 2188833 | 2188833 | 1578177 |
Largest Losing Trade | -26174 | -26174 | -22857 | -1489313 | -1489313 | -1163332 |
Avg Bars in Trades | 152 | 149 | 156 | 152 | 149 | 156 |
Avg Bars in Winners | 230 | 276 | 202 | 230 | 276 | 202 |
Avg Bars in Losers | 79 | 74 | 86 | 79 | 74 | 86 |
Bars Traded | 10703 | 5235 | 5468 | 10703 | 5235 | 5468 |
Profit Streak | 45.3602 | 0 | 79.8602 | 45.3602 | 0 | 79.8602 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -81068 | 463278 | -270560 | -87785 | 124700 | 450745 |
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{ "first_band": { "type": "sma", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 134, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 134, "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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