Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 523217.4361 | 484195.0648 | 39022.3713 | 183767.688 | 416820.0015 | -233052.3135 |
Total P&L (%) | 523.2174 | 484.1951 | 39.0224 | 183.7677 | 416.82 | -233.0523 |
Avg Daily Profit (%) | 0.2808 | 0.2599 | 0.0209 | 0.056 | 0.0882 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94712 | -82627 | -70273 | -626775 | -416818 | -451184 |
Profit Factor | 2.0804 | 2.8104 | 1.18 | 1.0918 | 1.3989 | 0.7562 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Losing Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Profitability (%) | 55.7895 | 59.5745 | 52.0833 | 55.7895 | 59.5745 | 52.0833 |
Ratio Avg Win / Avg Loss | 1.6486 | 1.9071 | 1.0856 | 0.8652 | 0.9492 | 0.6957 |
Largest Winning Trade | 486373 | 486373 | 48760 | 713829 | 713829 | 133415 |
Largest Losing Trade | -35270 | -35270 | -31444 | -270610 | -212060 | -270610 |
Avg Bars in Trades | 76 | 66 | 86 | 76 | 66 | 86 |
Avg Bars in Winners | 81 | 61 | 103 | 81 | 61 | 103 |
Avg Bars in Losers | 70 | 73 | 67 | 70 | 73 | 67 |
Bars Traded | 7246 | 3105 | 4141 | 7246 | 3105 | 4141 |
Profit Streak | 0 | 24.6796 | 0 | 0 | 24.6796 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 492764 | 553073 | -189386 | -238301 | -74313 | -580419 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 95, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 95, "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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