Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 730301.6001 | 662396.39 | 67905.2101 | 1148846.9091 | 2481648.3514 | -1332801.4424 |
Total P&L (%) | 730.3016 | 662.3964 | 67.9052 | 1148.8469 | 2481.6484 | -1332.8014 |
Avg Daily Profit (%) | 0.3351 | 0.3039 | 0.0312 | 0.1159 | 0.1493 | 0 |
Buy And Hold Return (%) | 132.5815 | 132.5815 | 132.5815 | 132.5815 | 132.5815 | 132.5815 |
Max Trade Drawdown | -141049 | -111830 | -178892 | -3943110 | -3506304 | -3611556 |
Profit Factor | 1.5658 | 2.021 | 1.1058 | 1.0555 | 1.2309 | 0.8659 |
Total Trades | 252 | 126 | 126 | 252 | 126 | 126 |
Winning Trades | 145 | 75 | 70 | 145 | 75 | 70 |
Losing Trades | 107 | 51 | 56 | 107 | 51 | 56 |
Profitability (%) | 57.5397 | 59.5238 | 55.5556 | 57.5397 | 59.5238 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.1554 | 1.3743 | 0.8846 | 0.7789 | 0.837 | 0.6927 |
Largest Winning Trade | 123131 | 123131 | 39202 | 1096952 | 1096952 | 641483 |
Largest Losing Trade | -61357 | -61357 | -46860 | -1514495 | -1514495 | -1263350 |
Avg Bars in Trades | 50 | 62 | 37 | 50 | 62 | 37 |
Avg Bars in Winners | 46 | 55 | 37 | 46 | 55 | 37 |
Avg Bars in Losers | 55 | 73 | 38 | 55 | 73 | 38 |
Bars Traded | 12699 | 7921 | 4778 | 12699 | 7921 | 4778 |
Profit Streak | 0 | 0 | 94.3608 | 0 | 0 | 94.3608 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 439255 | 408006 | -420990 | -196667 | 202948 | -578877 |
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{ "first_band": { "type": "sma", "factors": { "length": 49, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 101, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 49, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 101, "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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