Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5494390.8509 | 5580586.3809 | -86195.53 | 260268.2159 | 1871092.8286 | -1610824.6127 |
Total P&L (%) | 5494.3909 | 5580.5864 | -86.1955 | 260.2682 | 1871.0928 | -1610.8246 |
Avg Daily Profit (%) | 2.7983 | 2.8422 | -0.0439 | 0.0653 | 0.1519 | 0 |
Buy And Hold Return (%) | 1566.2275 | 1566.2275 | 1566.2275 | 1566.2275 | 1566.2275 | 1566.2275 |
Max Trade Drawdown | -191665 | -69263 | -178470 | -2160364 | -463091 | -1767426 |
Profit Factor | 9.6377 | 21.5227 | 0.7633 | 1.0791 | 2.8945 | 0.3 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 74 | 39 | 35 | 74 | 39 | 35 |
Profitability (%) | 29.5238 | 26.4151 | 32.6923 | 29.5238 | 26.4151 | 32.6923 |
Ratio Avg Win / Avg Loss | 23.0062 | 59.9561 | 1.5715 | 2.576 | 8.0632 | 0.6177 |
Largest Winning Trade | 5652129 | 5652129 | 60210 | 2341146 | 2341146 | 150096 |
Largest Losing Trade | -49554 | -23547 | -49554 | -1180663 | -283015 | -1180663 |
Avg Bars in Trades | 72 | 63 | 81 | 72 | 63 | 81 |
Avg Bars in Winners | 180 | 163 | 193 | 180 | 163 | 193 |
Avg Bars in Losers | 27 | 27 | 26 | 27 | 27 | 26 |
Bars Traded | 7589 | 3365 | 4224 | 7589 | 3365 | 4224 |
Profit Streak | 0 | 0 | 554.8585 | 0 | 0 | 554.8585 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 402195 | -183054 | -764105 | -413487 | -295977 | -766882 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 214, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 7, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 214, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 7, "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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