Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1101498.5427 | 1118017.4393 | -16518.8966 | -5067.5943 | 57801.6432 | -62869.2375 |
Total P&L (%) | 1101.4985 | 1118.0174 | -16.5189 | -5.0676 | 57.8016 | -62.8692 |
Avg Daily Profit (%) | 0.5933 | 0.6022 | -0.0089 | -0.0028 | 0.0246 | -0.0533 |
Buy And Hold Return (%) | 175.5708 | 175.5708 | 175.5708 | 175.5708 | 175.5708 | 175.5708 |
Max Trade Drawdown | -108963 | -79692 | -89729 | -592651 | -294794 | -437953 |
Profit Factor | 2.804 | 5.793 | 0.9562 | 0.9969 | 1.0825 | 0.9315 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 41.5385 | 45.4545 | 37.5 | 41.5385 | 45.4545 | 37.5 |
Ratio Avg Win / Avg Loss | 3.9463 | 6.9516 | 1.5937 | 1.403 | 1.299 | 1.5525 |
Largest Winning Trade | 959362 | 959362 | 74064 | 182294 | 147410 | 182294 |
Largest Losing Trade | -85722 | -34987 | -85722 | -437953 | -155432 | -437953 |
Avg Bars in Trades | 335 | 338 | 331 | 335 | 338 | 331 |
Avg Bars in Winners | 557 | 536 | 584 | 557 | 536 | 584 |
Avg Bars in Losers | 176 | 174 | 179 | 176 | 174 | 179 |
Bars Traded | 21779 | 11178 | 10601 | 21779 | 11178 | 10601 |
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 | -123301 | 634955 | -582893 | -718679 | -457354 | -582893 |
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{ "first_band": { "type": "sma", "factors": { "length": 125, "offset": 250 } }, "second_band": { "type": "midprice", "factors": { "length": 197, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 125, "offset": 250 } }, "second_band": { "type": "midprice", "factors": { "length": 197, "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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