Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1367732.8031 | 456735.1132 | -1824467.9163 | 45307120.3259 | 42604217.756 | 2702902.5699 |
Total P&L (%) | -1367.7328 | 456.7351 | -1824.4679 | 45307.1203 | 42604.2178 | 2702.9026 |
Avg Daily Profit (%) | -0.6019 | 0.201 | -0.8029 | 0.2696 | 0.2669 | 0.1468 |
Buy And Hold Return (%) | 8119.0653 | 8119.0653 | 8119.0653 | 8119.0653 | 8119.0653 | 8119.0653 |
Max Trade Drawdown | -2017325 | -61397 | -1991580 | -51195885 | -39854087 | -11622939 |
Profit Factor | 0.3969 | 3.5696 | 0.1272 | 1.5684 | 1.9039 | 1.083 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 36 | 17 | 19 | 38 | 18 | 20 |
Losing Trades | 42 | 22 | 20 | 40 | 21 | 19 |
Profitability (%) | 46.1538 | 43.5897 | 48.7179 | 48.7179 | 46.1538 | 51.2821 |
Ratio Avg Win / Avg Loss | 0.4631 | 4.6195 | 0.1339 | 1.6509 | 2.2212 | 1.0288 |
Largest Winning Trade | 306994 | 306994 | 45106 | 70429844 | 70429844 | 10310587 |
Largest Losing Trade | -1573050 | -38201 | -1573050 | -26071252 | -26071252 | -7956060 |
Avg Bars in Trades | 110 | 111 | 110 | 110 | 111 | 110 |
Avg Bars in Winners | 122 | 142 | 105 | 128 | 137 | 120 |
Avg Bars in Losers | 100 | 87 | 114 | 93 | 88 | 99 |
Bars Traded | 8644 | 4350 | 4294 | 8644 | 4350 | 4294 |
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 | -621051 | -153874 | -581255 | -28754 | 344911 | -291500 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 39, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 39, "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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