Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 650543.9502 | 624422.3509 | 26121.5994 | 376551.8901 | 1849139.3626 | -1472587.4725 |
Total P&L (%) | 650.544 | 624.4224 | 26.1216 | 376.5519 | 1849.1394 | -1472.5875 |
Avg Daily Profit (%) | 0.3585 | 0.3441 | 0.0144 | 0.0861 | 0.1638 | 0 |
Buy And Hold Return (%) | 204.739 | 204.739 | 204.739 | 204.739 | 204.739 | 204.739 |
Max Trade Drawdown | -200576 | -99072 | -148987 | -6075063 | -3830724 | -3329172 |
Profit Factor | 2.2088 | 3.5731 | 1.0884 | 1.0275 | 1.2526 | 0.769 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 44.6154 | 46.875 | 42.4242 | 44.6154 | 46.875 | 42.4242 |
Ratio Avg Win / Avg Loss | 2.742 | 4.0495 | 1.4771 | 1.2755 | 1.4196 | 1.0437 |
Largest Winning Trade | 271935 | 271935 | 60920 | 2651926 | 2651926 | 1217056 |
Largest Losing Trade | -50316 | -31981 | -50316 | -1802523 | -1802523 | -1519925 |
Avg Bars in Trades | 105 | 96 | 115 | 105 | 96 | 115 |
Avg Bars in Winners | 128 | 106 | 152 | 128 | 106 | 152 |
Avg Bars in Losers | 87 | 87 | 87 | 87 | 87 | 87 |
Bars Traded | 6878 | 3079 | 3799 | 6878 | 3079 | 3799 |
Profit Streak | 0 | 35.2413 | 0 | 0 | 35.2413 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -127729 | 440865 | -465645 | -414639 | 245421 | -582082 |
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{ "first_band": { "type": "sma", "factors": { "length": 232, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 78, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 232, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 78, "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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