Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 360220.1221 | 408240.4674 | -48020.3453 | -68343.3438 | 512229.5284 | -580572.8722 |
Total P&L (%) | 360.2201 | 408.2405 | -48.0203 | -68.3433 | 512.2295 | -580.5729 |
Avg Daily Profit (%) | 0.1935 | 0.2192 | -0.0258 | -0.0618 | 0.0974 | 0 |
Buy And Hold Return (%) | 67.8723 | 67.8723 | 67.8723 | 67.8723 | 67.8723 | 67.8723 |
Max Trade Drawdown | -232148 | -189535 | -83522 | -1311722 | -734568 | -815935 |
Profit Factor | 1.4697 | 1.9562 | 0.8587 | 0.9766 | 1.3451 | 0.5961 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Losing Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Profitability (%) | 50.8475 | 54.2373 | 47.4576 | 50.8475 | 54.2373 | 47.4576 |
Ratio Avg Win / Avg Loss | 1.4207 | 1.6505 | 0.9507 | 0.9441 | 1.1349 | 0.6599 |
Largest Winning Trade | 341692 | 341692 | 46305 | 1037320 | 1037320 | 122755 |
Largest Losing Trade | -50435 | -50388 | -50435 | -676290 | -334890 | -676290 |
Avg Bars in Trades | 29 | 31 | 28 | 29 | 31 | 28 |
Avg Bars in Winners | 29 | 25 | 33 | 29 | 25 | 33 |
Avg Bars in Losers | 30 | 37 | 23 | 30 | 37 | 23 |
Bars Traded | 3514 | 1843 | 1671 | 3514 | 1843 | 1671 |
Profit Streak | 16.8953 | 16.8953 | 17.3953 | 16.8953 | 16.8953 | 17.3953 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350576 | -164715 | -757102 | -578597 | -237777 | -757102 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 101, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 101, "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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