Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 34954.6908 | 1152.2045 | 33802.4863 | 36656.6014 | -3390.483 | 40047.0843 |
Total P&L (%) | 34.9547 | 1.1522 | 33.8025 | 36.6566 | -3.3905 | 40.0471 |
Avg Daily Profit (%) | 0.6712 | 0.0221 | 0.649 | 0.6015 | -0.0662 | 0.6488 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26610 | -27382 | -6088 | -37439 | -37823 | -8186 |
Profit Factor | 1.4055 | 1.0205 | 2.1304 | 1.3139 | 0.9556 | 1.9891 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Losing Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Profitability (%) | 70.1087 | 69.5652 | 70.6522 | 70.1087 | 69.5652 | 70.6522 |
Ratio Avg Win / Avg Loss | 0.5992 | 0.4465 | 0.8849 | 0.5602 | 0.4181 | 0.8263 |
Largest Winning Trade | 8962 | 6343 | 8962 | 11586 | 7270 | 11586 |
Largest Losing Trade | -11490 | -11490 | -5110 | -17213 | -17213 | -6963 |
Avg Bars in Trades | 129 | 119 | 138 | 129 | 119 | 138 |
Avg Bars in Winners | 86 | 76 | 97 | 86 | 76 | 97 |
Avg Bars in Losers | 228 | 218 | 238 | 228 | 218 | 238 |
Bars Traded | 23769 | 11014 | 12755 | 23769 | 11014 | 12755 |
Profit Streak | 4.9422 | 7.4213 | 4.9422 | 4.9422 | 7.4213 | 4.9422 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 402308 | -526752 | 420477 | 366137 | -578765 | 430573 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 17, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 170, "offset": 88 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 17, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 170, "offset": 88 } } }
# | 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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