Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 763756.8293 | 588269.9393 | 175486.89 | 2717819.9047 | 524858.1658 | 2192961.7389 |
Total P&L (%) | 763.7568 | 588.2699 | 175.4869 | 2717.8199 | 524.8582 | 2192.9617 |
Avg Daily Profit (%) | 0.3933 | 0.3029 | 0.0904 | 0.1721 | 0.0944 | 0.1614 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87264 | -72470 | -76599 | -1330447 | -734432 | -742063 |
Profit Factor | 2.9534 | 3.9749 | 1.9081 | 1.8848 | 1.3051 | 2.6226 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 51.6129 | 48.3871 | 54.8387 | 51.6129 | 48.3871 | 54.8387 |
Ratio Avg Win / Avg Loss | 2.7688 | 4.2398 | 1.5714 | 1.767 | 1.3921 | 2.1598 |
Largest Winning Trade | 364201 | 364201 | 54327 | 817887 | 495066 | 817887 |
Largest Losing Trade | -66998 | -40231 | -66998 | -280203 | -272845 | -280203 |
Avg Bars in Trades | 180 | 138 | 222 | 180 | 138 | 222 |
Avg Bars in Winners | 245 | 175 | 307 | 245 | 175 | 307 |
Avg Bars in Losers | 111 | 103 | 120 | 111 | 103 | 120 |
Bars Traded | 11192 | 4280 | 6912 | 11192 | 4280 | 6912 |
Profit Streak | 41.6075 | 62.2742 | 0 | 41.6075 | 62.2742 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -142410 | 570713 | -68100 | -146363 | -66506 | 478699 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 76, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 76, "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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