Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 168375.1726 | 152144.3699 | 16230.8028 | 132068.7177 | 116602.0556 | 15466.6621 |
Total P&L (%) | 168.3752 | 152.1444 | 16.2308 | 132.0687 | 116.6021 | 15.4667 |
Avg Daily Profit (%) | 0.3233 | 0.2921 | 0.0312 | 0.1618 | 0.1485 | 0.0276 |
Buy And Hold Return (%) | 46.3863 | 46.3863 | 46.3863 | 46.3863 | 46.3863 | 46.3863 |
Max Trade Drawdown | -44210 | -42610 | -39270 | -109870 | -114882 | -90439 |
Profit Factor | 1.5654 | 2.0066 | 1.1107 | 1.2446 | 1.4103 | 1.0605 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 65 | 31 | 34 | 65 | 31 | 34 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 56.0345 | 53.4483 | 58.6207 | 56.0345 | 53.4483 | 58.6207 |
Ratio Avg Win / Avg Loss | 1.2282 | 1.7477 | 0.784 | 0.9766 | 1.2283 | 0.7486 |
Largest Winning Trade | 127069 | 127069 | 25121 | 136654 | 136654 | 50856 |
Largest Losing Trade | -21562 | -20470 | -21562 | -44266 | -44266 | -43252 |
Avg Bars in Trades | 211 | 229 | 193 | 211 | 229 | 193 |
Avg Bars in Winners | 201 | 232 | 174 | 201 | 232 | 174 |
Avg Bars in Losers | 224 | 227 | 221 | 224 | 227 | 221 |
Bars Traded | 24575 | 13338 | 11237 | 24575 | 13338 | 11237 |
Profit Streak | 23.6188 | 23.6188 | 37.2855 | 23.6188 | 23.6188 | 37.2855 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337822 | -170272 | -595572 | 132520 | -177215 | -655482 |
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{ "first_band": { "type": "midprice", "factors": { "length": 42, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 60, "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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