Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1272914.524 | 1286226.9928 | -13312.4688 | 1319931.5513 | 1539259.1124 | -219327.561 |
Total P&L (%) | 1272.9145 | 1286.227 | -13.3125 | 1319.9316 | 1539.2591 | -219.3276 |
Avg Daily Profit (%) | 0.7052 | 0.7126 | -0.0074 | 0.1471 | 0.1551 | 0 |
Buy And Hold Return (%) | 643.0283 | 643.0283 | 643.0283 | 643.0283 | 643.0283 | 643.0283 |
Max Trade Drawdown | -128194 | -114658 | -129557 | -1625598 | -1309863 | -713816 |
Profit Factor | 2.9962 | 5.0463 | 0.9584 | 1.2471 | 1.5107 | 0.9058 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Losing Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Profitability (%) | 39.5833 | 41.6667 | 37.5 | 39.5833 | 41.6667 | 37.5 |
Ratio Avg Win / Avg Loss | 4.5731 | 7.0648 | 1.5973 | 1.9034 | 2.1149 | 1.5097 |
Largest Winning Trade | 779763 | 779763 | 71906 | 1620554 | 1620554 | 405406 |
Largest Losing Trade | -34557 | -29078 | -34557 | -417727 | -417727 | -271696 |
Avg Bars in Trades | 109 | 106 | 112 | 109 | 106 | 112 |
Avg Bars in Winners | 191 | 187 | 194 | 191 | 187 | 194 |
Avg Bars in Losers | 56 | 49 | 63 | 56 | 49 | 63 |
Bars Traded | 10544 | 5131 | 5413 | 10544 | 5131 | 5413 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 261299 | 367509 | -582772 | -5718 | 97931 | -582772 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 33, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 161, "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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