Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1521019.7001 | 1539550.7136 | -18531.0136 | 352546.7519 | 726135.812 | -373589.0602 |
Total P&L (%) | 1521.0197 | 1539.5507 | -18.531 | 352.5468 | 726.1358 | -373.5891 |
Avg Daily Profit (%) | 0.6721 | 0.6802 | -0.0082 | 0.0667 | 0.0933 | 0 |
Buy And Hold Return (%) | 202.3555 | 202.3555 | 202.3555 | 202.3555 | 202.3555 | 202.3555 |
Max Trade Drawdown | -120985 | -72739 | -130088 | -983598 | -632370 | -610899 |
Profit Factor | 3.0328 | 5.4671 | 0.9541 | 1.0981 | 1.4521 | 0.8119 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 58 | 32 | 26 | 58 | 32 | 26 |
Profitability (%) | 38.9474 | 33.3333 | 44.6809 | 38.9474 | 33.3333 | 44.6809 |
Ratio Avg Win / Avg Loss | 4.7542 | 10.9341 | 1.1812 | 1.7214 | 2.9042 | 1.0052 |
Largest Winning Trade | 1188777 | 1188777 | 55566 | 834517 | 834517 | 282907 |
Largest Losing Trade | -41963 | -27408 | -41963 | -379649 | -270967 | -379649 |
Avg Bars in Trades | 91 | 85 | 97 | 91 | 85 | 97 |
Avg Bars in Winners | 157 | 150 | 163 | 157 | 150 | 163 |
Avg Bars in Losers | 49 | 52 | 44 | 49 | 52 | 44 |
Bars Traded | 8673 | 4098 | 4575 | 8673 | 4098 | 4575 |
Profit Streak | 0 | 0 | 146.548 | 0 | 0 | 146.548 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 497548 | 499933 | -580136 | -227942 | -74788 | -580136 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 34, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 34, "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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