Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 257413.8215 | 81240.5738 | 176173.2477 | 111432.2966 | -152903.7985 | 264336.0951 |
Total P&L (%) | 257.4138 | 81.2406 | 176.1732 | 111.4323 | -152.9038 | 264.3361 |
Avg Daily Profit (%) | 0.2483 | 0.0784 | 0.1699 | 0.0722 | 0 | 0.1248 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106917 | -105573 | -51249 | -300589 | -391796 | -138992 |
Profit Factor | 1.3198 | 1.1677 | 1.5497 | 1.063 | 0.868 | 1.4339 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 119 | 53 | 66 | 119 | 53 | 66 |
Losing Trades | 79 | 46 | 33 | 79 | 46 | 33 |
Profitability (%) | 60.101 | 53.5354 | 66.6667 | 60.101 | 53.5354 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.8761 | 1.0135 | 0.7748 | 0.7057 | 0.7534 | 0.717 |
Largest Winning Trade | 76920 | 76920 | 43015 | 92887 | 92887 | 81172 |
Largest Losing Trade | -36256 | -28768 | -36256 | -95712 | -95712 | -85776 |
Avg Bars in Trades | 61 | 52 | 70 | 61 | 52 | 70 |
Avg Bars in Winners | 51 | 40 | 60 | 51 | 40 | 60 |
Avg Bars in Losers | 76 | 65 | 91 | 76 | 65 | 91 |
Bars Traded | 12189 | 5167 | 7022 | 12189 | 5167 | 7022 |
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 | 321035 | -124239 | 340374 | -246992 | -580609 | -25054 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 94, "offset": 3 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 94, "offset": 3 } } }
# | 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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