Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 606385.6543 | 618681.6663 | -12296.012 | -1666.6862 | 434636.8636 | -436303.5498 |
Total P&L (%) | 606.3857 | 618.6817 | -12.296 | -1.6667 | 434.6369 | -436.3036 |
Avg Daily Profit (%) | 0.2628 | 0.2681 | -0.0053 | -0.0007 | 0.0727 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165275 | -171242 | -210948 | -718239 | -454274 | -729980 |
Profit Factor | 1.54 | 2.0644 | 0.9773 | 0.9993 | 1.3508 | 0.6453 |
Total Trades | 151 | 76 | 75 | 151 | 76 | 75 |
Winning Trades | 81 | 35 | 46 | 81 | 35 | 46 |
Losing Trades | 70 | 41 | 29 | 70 | 41 | 29 |
Profitability (%) | 53.6424 | 46.0526 | 61.3333 | 53.6424 | 46.0526 | 61.3333 |
Ratio Avg Win / Avg Loss | 1.3309 | 2.4183 | 0.6161 | 0.8636 | 1.5824 | 0.4068 |
Largest Winning Trade | 309963 | 309963 | 49286 | 429558 | 429558 | 85523 |
Largest Losing Trade | -66712 | -32802 | -66712 | -342378 | -199718 | -342378 |
Avg Bars in Trades | 55 | 76 | 34 | 55 | 76 | 34 |
Avg Bars in Winners | 52 | 75 | 34 | 52 | 75 | 34 |
Avg Bars in Losers | 59 | 76 | 34 | 59 | 76 | 34 |
Bars Traded | 8387 | 5787 | 2600 | 8387 | 5787 | 2600 |
Profit Streak | 0 | 0 | 82.7947 | 0 | 0 | 82.7947 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 409980 | -38449 | -635431 | -579514 | -145401 | -635431 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 243, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 243, "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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