Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 434097.2455 | 371581.0746 | 62516.1709 | 76351.9126 | 359838.3589 | -283486.4463 |
Total P&L (%) | 434.0972 | 371.5811 | 62.5162 | 76.3519 | 359.8384 | -283.4864 |
Avg Daily Profit (%) | 0.27 | 0.2311 | 0.0389 | 0.0353 | 0.0949 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121845 | -100761 | -96515 | -467114 | -388607 | -381782 |
Profit Factor | 1.6994 | 2.1522 | 1.2096 | 1.0438 | 1.4267 | 0.6853 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 54 | 30 | 24 | 54 | 30 | 24 |
Profitability (%) | 41.9355 | 36.1702 | 47.8261 | 41.9355 | 36.1702 | 47.8261 |
Ratio Avg Win / Avg Loss | 2.353 | 3.7981 | 1.3196 | 1.4452 | 2.5177 | 0.7477 |
Largest Winning Trade | 248072 | 248072 | 63034 | 423800 | 423800 | 98874 |
Largest Losing Trade | -48509 | -25860 | -48509 | -217751 | -118776 | -217751 |
Avg Bars in Trades | 67 | 47 | 87 | 67 | 47 | 87 |
Avg Bars in Winners | 107 | 83 | 126 | 107 | 83 | 126 |
Avg Bars in Losers | 37 | 26 | 52 | 37 | 26 | 52 |
Bars Traded | 6250 | 2227 | 4023 | 6250 | 2227 | 4023 |
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 | 307834 | 240611 | -142708 | -321021 | -69564 | -581549 |
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{ "first_band": { "type": "midprice", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 31, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 31, "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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