Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 680265.0174 | 591807.6033 | 88457.4141 | 1030845.7552 | 1450259.484 | -419413.7289 |
Total P&L (%) | 680.265 | 591.8076 | 88.4574 | 1030.8458 | 1450.2595 | -419.4137 |
Avg Daily Profit (%) | 0.3265 | 0.2841 | 0.0425 | 0.1165 | 0.1317 | 0 |
Buy And Hold Return (%) | 72.9007 | 72.9007 | 72.9007 | 72.9007 | 72.9007 | 72.9007 |
Max Trade Drawdown | -154374 | -100203 | -94917 | -4211137 | -2338221 | -2697782 |
Profit Factor | 1.4576 | 1.7712 | 1.123 | 1.0425 | 1.1226 | 0.9663 |
Total Trades | 579 | 289 | 290 | 579 | 289 | 290 |
Winning Trades | 209 | 99 | 110 | 209 | 99 | 110 |
Losing Trades | 370 | 190 | 180 | 370 | 190 | 180 |
Profitability (%) | 36.0967 | 34.2561 | 37.931 | 36.0967 | 34.2561 | 37.931 |
Ratio Avg Win / Avg Loss | 2.5805 | 3.3993 | 1.8376 | 1.8455 | 2.1544 | 1.5812 |
Largest Winning Trade | 248138 | 248138 | 43971 | 1384699 | 1384699 | 568367 |
Largest Losing Trade | -29997 | -28876 | -29997 | -750040 | -750040 | -507741 |
Avg Bars in Trades | 42 | 41 | 44 | 42 | 41 | 44 |
Avg Bars in Winners | 69 | 69 | 69 | 69 | 69 | 69 |
Avg Bars in Losers | 27 | 27 | 28 | 27 | 27 | 28 |
Bars Traded | 24783 | 12005 | 12778 | 24783 | 12005 | 12778 |
Profit Streak | 24.2648 | 0 | 48.0148 | 24.2648 | 0 | 48.0148 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339837 | 250142 | -322020 | -211604 | -106624 | -580315 |
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{ "first_band": { "type": "midprice", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 18, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 18, "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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