Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 306026.2307 | 435440.2667 | -129414.036 | -87109.9927 | 2401009.1839 | -2488119.1766 |
Total P&L (%) | 306.0262 | 435.4403 | -129.414 | -87.11 | 2401.0092 | -2488.1192 |
Avg Daily Profit (%) | 0.1469 | 0.209 | -0.0621 | -0.0983 | 0.1547 | 0 |
Buy And Hold Return (%) | 34.1463 | 34.1463 | 34.1463 | 34.1463 | 34.1463 | 34.1463 |
Max Trade Drawdown | -291260 | -246743 | -221721 | -2948497 | -1567724 | -3179469 |
Profit Factor | 1.1246 | 1.34 | 0.8899 | 0.993 | 1.4359 | 0.6412 |
Total Trades | 869 | 434 | 435 | 869 | 434 | 435 |
Winning Trades | 421 | 204 | 217 | 421 | 204 | 217 |
Losing Trades | 448 | 230 | 218 | 448 | 230 | 218 |
Profitability (%) | 48.4465 | 47.0046 | 49.8851 | 48.4465 | 47.0046 | 49.8851 |
Ratio Avg Win / Avg Loss | 1.1967 | 1.5108 | 0.894 | 1.0567 | 1.619 | 0.6442 |
Largest Winning Trade | 188209 | 188209 | 53444 | 1336031 | 1336031 | 969543 |
Largest Losing Trade | -45066 | -45066 | -38442 | -703112 | -703112 | -686712 |
Avg Bars in Trades | 28 | 33 | 23 | 28 | 33 | 23 |
Avg Bars in Winners | 27 | 35 | 19 | 27 | 35 | 19 |
Avg Bars in Losers | 29 | 32 | 26 | 29 | 32 | 26 |
Bars Traded | 24692 | 14643 | 10049 | 24692 | 14643 | 10049 |
Profit Streak | 4.6932 | 0 | 5.4432 | 4.6932 | 0 | 5.4432 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -75344 | 348691 | -577649 | -574053 | 368060 | -577649 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 242, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 242, "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) |
---|