Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 737127.6731 | 509783.6283 | 227344.0448 | 2443948.0079 | 1004932.0281 | 1439015.9798 |
Total P&L (%) | 737.1277 | 509.7836 | 227.344 | 2443.948 | 1004.932 | 1439.016 |
Avg Daily Profit (%) | 0.4222 | 0.292 | 0.1302 | 0.1855 | 0.1377 | 0.1567 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116670 | -124303 | -49082 | -598666 | -711650 | -506653 |
Profit Factor | 2.1972 | 2.5497 | 1.7928 | 1.7037 | 1.5236 | 1.9261 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 45 | 17 | 28 | 45 | 17 | 28 |
Losing Trades | 76 | 44 | 32 | 76 | 44 | 32 |
Profitability (%) | 37.1901 | 27.8689 | 46.6667 | 37.1901 | 27.8689 | 46.6667 |
Ratio Avg Win / Avg Loss | 3.7108 | 6.5991 | 2.0489 | 2.8774 | 3.9435 | 2.2013 |
Largest Winning Trade | 306426 | 306426 | 50900 | 654985 | 654985 | 423717 |
Largest Losing Trade | -31725 | -19214 | -31725 | -262841 | -262841 | -205139 |
Avg Bars in Trades | 28 | 22 | 34 | 28 | 22 | 34 |
Avg Bars in Winners | 56 | 52 | 58 | 56 | 52 | 58 |
Avg Bars in Losers | 11 | 10 | 12 | 11 | 10 | 12 |
Bars Traded | 3418 | 1360 | 2058 | 3418 | 1360 | 2058 |
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 | 350449 | -165166 | -186270 | 243347 | -185096 | -159151 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 42, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 5, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 42, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 5, "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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