Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 474061.4532 | 546674.1184 | -72612.6653 | -114073.2127 | 2620513.8304 | -2734587.0431 |
Total P&L (%) | 474.0615 | 546.6741 | -72.6127 | -114.0732 | 2620.5138 | -2734.587 |
Avg Daily Profit (%) | 0.1897 | 0.2187 | -0.0291 | 0 | 0.1323 | 0 |
Buy And Hold Return (%) | 10.073 | 10.073 | 10.073 | 10.073 | 10.073 | 10.073 |
Max Trade Drawdown | -329441 | -128380 | -214474 | -5941473 | -522066 | -5922513 |
Profit Factor | 1.3899 | 2.0541 | 0.8959 | 0.985 | 3.6065 | 0.5868 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 84 | 44 | 40 | 103 | 54 | 49 |
Losing Trades | 96 | 46 | 50 | 77 | 36 | 41 |
Profitability (%) | 46.6667 | 48.8889 | 44.4444 | 57.2222 | 60 | 54.4444 |
Ratio Avg Win / Avg Loss | 1.5884 | 2.1474 | 1.1198 | 0.7364 | 2.4044 | 0.491 |
Largest Winning Trade | 308955 | 308955 | 59797 | 1901715 | 1901715 | 1505238 |
Largest Losing Trade | -110407 | -37711 | -110407 | -5882927 | -522066 | -5882927 |
Avg Bars in Trades | 81 | 65 | 97 | 81 | 65 | 97 |
Avg Bars in Winners | 92 | 52 | 136 | 89 | 82 | 97 |
Avg Bars in Losers | 71 | 77 | 65 | 70 | 40 | 96 |
Bars Traded | 14616 | 5885 | 8731 | 14616 | 5885 | 8731 |
Profit Streak | 0 | 0 | 32.8821 | 11.3821 | 32.7154 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321250 | 408842 | -581044 | -578264 | -7735 | -580515 |
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{ "first_band": { "type": "midprice", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 150, "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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