Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 340759.5774 | 450790.3032 | -110030.7258 | -87151.066 | -35463.4903 | -51687.5757 |
Total P&L (%) | 340.7596 | 450.7903 | -110.0307 | -87.1511 | -35.4635 | -51.6876 |
Avg Daily Profit (%) | 0.136 | 0.1799 | -0.0439 | -0.0818 | -0.0175 | -0.029 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -220867 | -115540 | -185443 | -168713 | -152622 | -69232 |
Profit Factor | 1.5223 | 2.4187 | 0.6712 | 0.7625 | 0.8477 | 0.6146 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 43 | 26 | 17 | 43 | 26 | 17 |
Losing Trades | 42 | 16 | 26 | 42 | 16 | 26 |
Profitability (%) | 50.5882 | 61.9048 | 39.5349 | 50.5882 | 61.9048 | 39.5349 |
Ratio Avg Win / Avg Loss | 1.4869 | 1.4884 | 1.0266 | 0.7448 | 0.5217 | 0.94 |
Largest Winning Trade | 387233 | 387233 | 61134 | 96530 | 96530 | 20760 |
Largest Losing Trade | -86336 | -86336 | -46585 | -148493 | -148493 | -24767 |
Avg Bars in Trades | 54 | 86 | 24 | 54 | 86 | 24 |
Avg Bars in Winners | 59 | 77 | 32 | 59 | 77 | 32 |
Avg Bars in Losers | 50 | 99 | 19 | 50 | 99 | 19 |
Bars Traded | 4673 | 3615 | 1058 | 4673 | 3615 | 1058 |
Profit Streak | 0 | 324.2328 | 0 | 0 | 324.2328 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -9757 | 500343 | -582852 | -580474 | -577825 | -584519 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 214, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 227, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 214, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 227, "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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