Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 66131.0429 | 4336.9597 | 61794.0832 | 55350.389 | -15013.827 | 70364.216 |
Total P&L (%) | 66.131 | 4.337 | 61.7941 | 55.3504 | -15.0138 | 70.3642 |
Avg Daily Profit (%) | 0.2539 | 0.0167 | 0.2373 | 0.1693 | -0.0624 | 0.2048 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40707 | -32700 | -20761 | -62540 | -49796 | -27671 |
Profit Factor | 1.2617 | 1.0255 | 1.7479 | 1.1618 | 0.9356 | 1.6467 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 116 | 56 | 60 | 116 | 56 | 60 |
Losing Trades | 78 | 41 | 37 | 78 | 41 | 37 |
Profitability (%) | 59.7938 | 57.732 | 61.8557 | 59.7938 | 57.732 | 61.8557 |
Ratio Avg Win / Avg Loss | 0.8484 | 0.7508 | 1.0779 | 0.7812 | 0.685 | 1.0154 |
Largest Winning Trade | 24582 | 24582 | 8405 | 28318 | 28318 | 10119 |
Largest Losing Trade | -29844 | -29844 | -12927 | -37995 | -37995 | -16313 |
Avg Bars in Trades | 126 | 125 | 128 | 126 | 125 | 128 |
Avg Bars in Winners | 101 | 88 | 114 | 101 | 88 | 114 |
Avg Bars in Losers | 164 | 174 | 152 | 164 | 174 | 152 |
Bars Traded | 24620 | 12134 | 12485 | 24620 | 12134 | 12485 |
Profit Streak | 1.6611 | 6.9944 | 0 | 1.6611 | 6.9944 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 162791 | -530054 | 339886 | -39283 | -580312 | 342546 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 55, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 189, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 55, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 189, "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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