Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 703984.7918 | 479583.8043 | 224400.9875 | 2149938.9692 | 2899018.1037 | -749079.1345 |
Total P&L (%) | 703.9848 | 479.5838 | 224.401 | 2149.939 | 2899.0181 | -749.0791 |
Avg Daily Profit (%) | 0.3675 | 0.2503 | 0.1171 | 0.1627 | 0.1777 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141686 | -59509 | -117241 | -6866083 | -2789121 | -6830924 |
Profit Factor | 1.5572 | 1.936 | 1.2988 | 1.0546 | 1.1811 | 0.9679 |
Total Trades | 279 | 139 | 140 | 279 | 139 | 140 |
Winning Trades | 177 | 93 | 84 | 177 | 93 | 84 |
Losing Trades | 102 | 46 | 56 | 102 | 46 | 56 |
Profitability (%) | 63.4409 | 66.9065 | 60 | 63.4409 | 66.9065 | 60 |
Ratio Avg Win / Avg Loss | 0.8974 | 0.9576 | 0.8659 | 0.6078 | 0.5842 | 0.6453 |
Largest Winning Trade | 53235 | 53235 | 48404 | 2033459 | 1237476 | 2033459 |
Largest Losing Trade | -58888 | -34888 | -58888 | -4578609 | -2275045 | -4578609 |
Avg Bars in Trades | 40 | 29 | 51 | 40 | 29 | 51 |
Avg Bars in Winners | 36 | 23 | 50 | 36 | 23 | 50 |
Avg Bars in Losers | 47 | 41 | 53 | 47 | 41 | 53 |
Bars Traded | 11327 | 4077 | 7250 | 11327 | 4077 | 7250 |
Profit Streak | 0 | 69.8222 | 0 | 0 | 69.8222 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 455762 | 454047 | -37096 | -151172 | -11420 | -579664 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 75, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 75, "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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