Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 604946.955 | 432600.2847 | 172346.6703 | 1671689.411 | 1232272.7274 | 439416.6836 |
Total P&L (%) | 604.947 | 432.6003 | 172.3467 | 1671.6894 | 1232.2727 | 439.4167 |
Avg Daily Profit (%) | 0.3403 | 0.2434 | 0.097 | 0.1618 | 0.1458 | 0.0949 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93067 | -89415 | -66551 | -4528495 | -3670327 | -2172021 |
Profit Factor | 2.2467 | 2.3165 | 2.1004 | 1.1262 | 1.1389 | 1.1003 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 55.6818 | 52.2727 | 59.0909 | 55.6818 | 52.2727 | 59.0909 |
Ratio Avg Win / Avg Loss | 1.7882 | 2.1151 | 1.4541 | 0.8963 | 1.0399 | 0.7617 |
Largest Winning Trade | 122308 | 122308 | 67923 | 2748945 | 2748945 | 964249 |
Largest Losing Trade | -48065 | -48065 | -35514 | -1530798 | -1530798 | -1137745 |
Avg Bars in Trades | 57 | 59 | 55 | 57 | 59 | 55 |
Avg Bars in Winners | 66 | 65 | 68 | 66 | 65 | 68 |
Avg Bars in Losers | 45 | 51 | 37 | 45 | 51 | 37 |
Bars Traded | 5040 | 2596 | 2444 | 5040 | 2596 | 2444 |
Profit Streak | 40.6789 | 40.6789 | 76.0123 | 40.6789 | 40.6789 | 76.0123 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 557001 | 478959 | -58453 | -73739 | -64809 | -176006 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 136, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 96, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 136, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 96, "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) |
---|