Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 99937.1158 | 31334.2972 | 68602.8186 | 86102.816 | 30099.1828 | 56003.6332 |
Total P&L (%) | 99.9371 | 31.3343 | 68.6028 | 86.1028 | 30.0992 | 56.0036 |
Avg Daily Profit (%) | 0.3838 | 0.1203 | 0.2634 | 0.2388 | 0.1011 | 0.1709 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70752 | -42670 | -52036 | -84919 | -49037 | -64184 |
Profit Factor | 1.2212 | 1.147 | 1.2876 | 1.1563 | 1.119 | 1.1879 |
Total Trades | 295 | 147 | 148 | 295 | 147 | 148 |
Winning Trades | 133 | 69 | 64 | 133 | 69 | 64 |
Losing Trades | 162 | 78 | 84 | 162 | 78 | 84 |
Profitability (%) | 45.0847 | 46.9388 | 43.2432 | 45.0847 | 46.9388 | 43.2432 |
Ratio Avg Win / Avg Loss | 1.4875 | 1.2966 | 1.69 | 1.4084 | 1.265 | 1.5591 |
Largest Winning Trade | 22913 | 22913 | 20911 | 28648 | 28648 | 22255 |
Largest Losing Trade | -16874 | -16874 | -13915 | -26427 | -26427 | -21304 |
Avg Bars in Trades | 82 | 82 | 83 | 82 | 82 | 83 |
Avg Bars in Winners | 108 | 100 | 117 | 108 | 100 | 117 |
Avg Bars in Losers | 61 | 65 | 57 | 61 | 65 | 57 |
Bars Traded | 24438 | 12066 | 12372 | 24438 | 12066 | 12372 |
Profit Streak | 8.8128 | 10.969 | 8.8128 | 8.8128 | 10.969 | 8.8128 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310474 | -95898 | 220412 | -40857 | -152396 | -9387 |
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{ "first_band": { "type": "sma", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 243, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 243, "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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