Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 164484.6878 | 118162.9749 | 46321.7129 | 259458.9618 | 149981.2262 | 109477.7356 |
Total P&L (%) | 164.4847 | 118.163 | 46.3217 | 259.459 | 149.9812 | 109.4777 |
Avg Daily Profit (%) | 1.8948 | 1.3612 | 0.5336 | 1.4847 | 1.061 | 0.8554 |
Buy And Hold Return (%) | 45.8508 | 45.8508 | 45.8508 | 45.8508 | 45.8508 | 45.8508 |
Max Trade Drawdown | -30973 | -37117 | -13866 | -143440 | -167677 | -62165 |
Profit Factor | 2.3155 | 2.3348 | 2.2686 | 1.5424 | 1.4503 | 1.7538 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 60.4839 | 59.6774 | 61.2903 | 60.4839 | 59.6774 | 61.2903 |
Ratio Avg Win / Avg Loss | 1.5128 | 1.5776 | 1.4328 | 1.0077 | 0.9799 | 1.1077 |
Largest Winning Trade | 71462 | 71462 | 11572 | 180052 | 180052 | 23774 |
Largest Losing Trade | -14854 | -14854 | -13866 | -62165 | -55512 | -62165 |
Avg Bars in Trades | 196 | 249 | 142 | 196 | 249 | 142 |
Avg Bars in Winners | 148 | 169 | 128 | 148 | 169 | 128 |
Avg Bars in Losers | 268 | 366 | 166 | 268 | 366 | 166 |
Bars Traded | 24306 | 15443 | 8863 | 24306 | 15443 | 8863 |
Profit Streak | 0 | 3.7287 | 0 | 0 | 3.7287 | 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 | 549392 | -141147 | -303566 | 495225 | -145902 | -143956 |
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{ "first_band": { "type": "midprice", "factors": { "length": 53, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 249, "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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