Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1204676.7853 | 1192315.7276 | 12361.0577 | -439315.3112 | 1075046.4328 | -1514361.7441 |
Total P&L (%) | 1204.6768 | 1192.3157 | 12.3611 | -439.3153 | 1075.0464 | -1514.3617 |
Avg Daily Profit (%) | 0.6387 | 0.6322 | 0.0066 | 0 | 0.1307 | 0 |
Buy And Hold Return (%) | 398.8037 | 398.8037 | 398.8037 | 398.8037 | 398.8037 | 398.8037 |
Max Trade Drawdown | -145006 | -97472 | -163348 | -3427822 | -1182352 | -2540310 |
Profit Factor | 3.1679 | 5.7184 | 1.0408 | 0.929 | 1.442 | 0.5971 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 37 | 18 | 19 | 32 | 16 | 16 |
Losing Trades | 32 | 17 | 15 | 37 | 19 | 18 |
Profitability (%) | 53.6232 | 51.4286 | 55.8824 | 46.3768 | 45.7143 | 47.0588 |
Ratio Avg Win / Avg Loss | 2.7398 | 5.4007 | 0.8217 | 1.0742 | 1.7123 | 0.6717 |
Largest Winning Trade | 918340 | 918340 | 45027 | 918340 | 918340 | 577229 |
Largest Losing Trade | -114513 | -37852 | -114513 | -1337569 | -633060 | -1337569 |
Avg Bars in Trades | 76 | 82 | 70 | 76 | 82 | 70 |
Avg Bars in Winners | 102 | 105 | 98 | 60 | 86 | 34 |
Avg Bars in Losers | 46 | 57 | 34 | 90 | 79 | 102 |
Bars Traded | 5270 | 2881 | 2389 | 5270 | 2881 | 2389 |
Profit Streak | 0 | 0 | 0 | 156.3197 | 234.9864 | 156.3197 |
Trades During Streak | 0 | 0 | 0 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -90781 | 615916 | -526419 | -685386 | -19727 | -580974 |
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{ "first_band": { "type": "sma", "factors": { "length": 192, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 134, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 192, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 134, "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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