Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 69393.8756 | 18613.5788 | 50780.2968 | 91876.1784 | 20788.4414 | 71087.737 |
Total P&L (%) | 69.3939 | 18.6136 | 50.7803 | 91.8762 | 20.7884 | 71.0877 |
Avg Daily Profit (%) | 1.3324 | 0.3574 | 0.975 | 1.2592 | 0.3633 | 1.0365 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -15349 | -15428 | -6081 | -21067 | -21971 | -8627 |
Profit Factor | 2.1478 | 1.4463 | 3.7073 | 2.078 | 1.3531 | 3.6976 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 66.0194 | 65.3846 | 66.6667 | 66.0194 | 65.3846 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.1055 | 0.7657 | 1.8537 | 1.0696 | 0.7163 | 1.8488 |
Largest Winning Trade | 11117 | 7405 | 11117 | 16320 | 8880 | 16320 |
Largest Losing Trade | -10686 | -10686 | -6081 | -14557 | -14557 | -8627 |
Avg Bars in Trades | 228 | 230 | 227 | 228 | 230 | 227 |
Avg Bars in Winners | 183 | 172 | 194 | 183 | 172 | 194 |
Avg Bars in Losers | 316 | 340 | 292 | 316 | 340 | 292 |
Bars Traded | 23561 | 11983 | 11578 | 23561 | 11983 | 11578 |
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 | 591809 | -179653 | -161484 | 586126 | -178722 | -160157 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 246, "offset": 28 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 246, "offset": 28 } } }
# | 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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