Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 318120.4109 | 63366.9651 | 254753.4459 | 292013.8888 | -111870.5234 | 403884.4122 |
Total P&L (%) | 318.1204 | 63.367 | 254.7534 | 292.0139 | -111.8705 | 403.8844 |
Avg Daily Profit (%) | 0.2093 | 0.0417 | 0.1676 | 0.0899 | 0 | 0.1065 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124223 | -70360 | -82245 | -1086766 | -459613 | -835178 |
Profit Factor | 1.3566 | 1.1474 | 1.5511 | 1.0665 | 0.9403 | 1.1604 |
Total Trades | 266 | 133 | 133 | 266 | 133 | 133 |
Winning Trades | 139 | 64 | 75 | 139 | 64 | 75 |
Losing Trades | 127 | 69 | 58 | 127 | 69 | 58 |
Profitability (%) | 52.2556 | 48.1203 | 56.391 | 52.2556 | 48.1203 | 56.391 |
Ratio Avg Win / Avg Loss | 1.2395 | 1.2371 | 1.1995 | 0.9744 | 1.0137 | 0.8974 |
Largest Winning Trade | 91801 | 91801 | 49849 | 294549 | 294549 | 274711 |
Largest Losing Trade | -37537 | -24091 | -37537 | -405095 | -116231 | -405095 |
Avg Bars in Trades | 16 | 13 | 19 | 16 | 13 | 19 |
Avg Bars in Winners | 18 | 14 | 22 | 18 | 14 | 22 |
Avg Bars in Losers | 14 | 13 | 15 | 14 | 13 | 15 |
Bars Traded | 4386 | 1810 | 2576 | 4386 | 1810 | 2576 |
Profit Streak | 26.4177 | 26.4177 | 26.7511 | 26.4177 | 26.4177 | 26.7511 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 416043 | -196115 | 391790 | -218501 | -579224 | -94704 |
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{ "first_band": { "type": "midprice", "factors": { "length": 47, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 41, "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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