Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 916228.9483 | 826597.7023 | 89631.246 | 241030.0473 | 3576.4813 | 237453.5661 |
Total P&L (%) | 916.2289 | 826.5977 | 89.6312 | 241.03 | 3.5765 | 237.4536 |
Avg Daily Profit (%) | 0.4746 | 0.4282 | 0.0464 | 0.0636 | 0.0018 | 0.063 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -178405 | -160157 | -83301 | -227298 | -288322 | -61692 |
Profit Factor | 1.9419 | 2.2658 | 1.2803 | 1.1937 | 1.004 | 1.675 |
Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
Winning Trades | 78 | 30 | 48 | 78 | 30 | 48 |
Losing Trades | 97 | 57 | 40 | 97 | 57 | 40 |
Profitability (%) | 44.5714 | 34.4828 | 54.5455 | 44.5714 | 34.4828 | 54.5455 |
Ratio Avg Win / Avg Loss | 2.4149 | 4.305 | 1.0669 | 1.4844 | 1.9076 | 1.3959 |
Largest Winning Trade | 535522 | 535522 | 34074 | 202586 | 202586 | 47481 |
Largest Losing Trade | -45713 | -45713 | -32013 | -80014 | -80014 | -48749 |
Avg Bars in Trades | 62 | 83 | 41 | 62 | 83 | 41 |
Avg Bars in Winners | 83 | 125 | 56 | 83 | 125 | 56 |
Avg Bars in Losers | 46 | 61 | 24 | 46 | 61 | 24 |
Bars Traded | 10966 | 7279 | 3687 | 10966 | 7279 | 3687 |
Profit Streak | 0 | 96.4092 | 0 | 0 | 96.4092 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 463632 | 334924 | -130661 | -116719 | -576165 | -106436 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 173, "offset": 34 } }, "second_band": { "type": "midprice", "factors": { "length": 233, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 173, "offset": 34 } }, "second_band": { "type": "midprice", "factors": { "length": 233, "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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