Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 523448.5301 | 446879.5008 | 76569.0292 | -24560.4244 | 191960.4141 | -216520.8385 |
Total P&L (%) | 523.4485 | 446.8795 | 76.569 | -24.5604 | 191.9604 | -216.5208 |
Avg Daily Profit (%) | 0.2407 | 0.2055 | 0.0352 | -0.013 | 0.0493 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -231415 | -188500 | -76727 | -1125606 | -873717 | -593542 |
Profit Factor | 1.6755 | 2.055 | 1.2179 | 0.9912 | 1.1489 | 0.8554 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 143 | 68 | 75 | 143 | 68 | 75 |
Losing Trades | 43 | 25 | 18 | 43 | 25 | 18 |
Profitability (%) | 76.8817 | 73.1183 | 80.6452 | 76.8817 | 73.1183 | 80.6452 |
Ratio Avg Win / Avg Loss | 0.5038 | 0.7555 | 0.2923 | 0.298 | 0.4224 | 0.2053 |
Largest Winning Trade | 410592 | 410592 | 22885 | 242326 | 242326 | 128822 |
Largest Losing Trade | -75920 | -61392 | -75920 | -593542 | -344434 | -593542 |
Avg Bars in Trades | 68 | 91 | 44 | 68 | 91 | 44 |
Avg Bars in Winners | 31 | 41 | 22 | 31 | 41 | 22 |
Avg Bars in Losers | 188 | 228 | 134 | 188 | 228 | 134 |
Bars Traded | 12685 | 8553 | 4132 | 12685 | 8553 | 4132 |
Profit Streak | 40.181 | 40.181 | 301.5143 | 40.181 | 40.181 | 301.5143 |
Trades During Streak | 3 | 1 | 17 | 3 | 1 | 17 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 528026 | 443282 | -142419 | -574892 | -182009 | -575249 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 5, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 204, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 5, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 204, "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) |
---|