Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 669137.5721 | 503246.8747 | 165890.6974 | 2038094.8739 | 1161261.1132 | 876833.7607 |
Total P&L (%) | 669.1376 | 503.2469 | 165.8907 | 2038.0949 | 1161.2611 | 876.8338 |
Avg Daily Profit (%) | 0.3769 | 0.2834 | 0.0934 | 0.1726 | 0.1429 | 0.1284 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76301 | -62582 | -41405 | -2283346 | -2674834 | -754396 |
Profit Factor | 2.5683 | 2.8209 | 2.1038 | 1.2096 | 1.1761 | 1.2803 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 60.2564 | 61.5385 | 58.9744 | 60.2564 | 61.5385 | 58.9744 |
Ratio Avg Win / Avg Loss | 1.694 | 1.7631 | 1.4635 | 0.7978 | 0.735 | 0.8906 |
Largest Winning Trade | 181023 | 181023 | 62123 | 2327139 | 2327139 | 1453365 |
Largest Losing Trade | -45755 | -45755 | -41405 | -1477063 | -1477063 | -639756 |
Avg Bars in Trades | 87 | 85 | 89 | 87 | 85 | 89 |
Avg Bars in Winners | 87 | 77 | 96 | 87 | 77 | 96 |
Avg Bars in Losers | 87 | 97 | 78 | 87 | 97 | 78 |
Bars Traded | 6809 | 3320 | 3489 | 6809 | 3320 | 3489 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -22723 | 563461 | -64155 | -31501 | -28900 | -21643 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 123, "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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