Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 521643.8067 | 525391.4547 | -3747.648 | -39017.896 | 554834.0885 | -593851.9845 |
Total P&L (%) | 521.6438 | 525.3915 | -3.7476 | -39.0179 | 554.8341 | -593.852 |
Avg Daily Profit (%) | 0.2156 | 0.2172 | -0.0015 | -0.0204 | 0.0777 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172017 | -119808 | -161689 | -810156 | -565284 | -892725 |
Profit Factor | 1.5379 | 2.1029 | 0.9924 | 0.9862 | 1.4467 | 0.6263 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 55 | 24 | 31 | 55 | 24 | 31 |
Losing Trades | 71 | 39 | 32 | 71 | 39 | 32 |
Profitability (%) | 43.6508 | 38.0952 | 49.2063 | 43.6508 | 38.0952 | 49.2063 |
Ratio Avg Win / Avg Loss | 1.9853 | 3.4173 | 1.0244 | 1.2731 | 2.3509 | 0.6465 |
Largest Winning Trade | 320285 | 320285 | 58615 | 606010 | 606010 | 227896 |
Largest Losing Trade | -53868 | -42247 | -53868 | -257255 | -189138 | -257255 |
Avg Bars in Trades | 37 | 34 | 40 | 37 | 34 | 40 |
Avg Bars in Winners | 44 | 38 | 49 | 44 | 38 | 49 |
Avg Bars in Losers | 31 | 31 | 31 | 31 | 31 | 31 |
Bars Traded | 4693 | 2157 | 2536 | 4693 | 2157 | 2536 |
Profit Streak | 0 | 0 | 20.0877 | 0 | 0 | 20.0877 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312672 | -139404 | -725036 | -581246 | -238264 | -726703 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 33, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 33, "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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