Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 603817.2004 | 464169.0826 | 139648.1178 | 1192922.9695 | 458578.4222 | 734344.5473 |
Total P&L (%) | 603.8172 | 464.1691 | 139.6481 | 1192.923 | 458.5784 | 734.3445 |
Avg Daily Profit (%) | 0.3732 | 0.2869 | 0.0863 | 0.1583 | 0.1064 | 0.1312 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136411 | -132338 | -177026 | -1341069 | -1532853 | -575521 |
Profit Factor | 1.5629 | 1.8634 | 1.2609 | 1.2032 | 1.136 | 1.2936 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Losing Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Profitability (%) | 51.7699 | 51.3274 | 52.2124 | 51.7699 | 51.3274 | 52.2124 |
Ratio Avg Win / Avg Loss | 1.456 | 1.767 | 1.1541 | 1.1209 | 1.0773 | 1.184 |
Largest Winning Trade | 81980 | 81980 | 54488 | 558849 | 558849 | 447466 |
Largest Losing Trade | -46263 | -29898 | -46263 | -551439 | -551439 | -478595 |
Avg Bars in Trades | 84 | 71 | 96 | 84 | 71 | 96 |
Avg Bars in Winners | 91 | 71 | 111 | 91 | 71 | 111 |
Avg Bars in Losers | 76 | 71 | 80 | 76 | 71 | 80 |
Bars Traded | 19066 | 8111 | 10954 | 19066 | 8111 | 10954 |
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 | 454334 | 425472 | -77849 | 309083 | -121933 | -17374 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 174, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 53, "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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