Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 35494.322 | -24553.0252 | 60047.3472 | 6739.0209 | -44380.6223 | 51119.6432 |
Total P&L (%) | 35.4943 | -24.553 | 60.0473 | 6.739 | -44.3806 | 51.1196 |
Avg Daily Profit (%) | 0.1363 | -0.0943 | 0.2306 | 0.025 | -0.225 | 0.1587 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70010 | -56251 | -35383 | -124782 | -99449 | -62940 |
Profit Factor | 1.1819 | 0.8036 | 1.8568 | 1.0203 | 0.7831 | 1.4029 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 29 | 11 | 18 | 29 | 11 | 18 |
Losing Trades | 35 | 21 | 14 | 35 | 21 | 14 |
Profitability (%) | 45.3125 | 34.375 | 56.25 | 45.3125 | 34.375 | 56.25 |
Ratio Avg Win / Avg Loss | 1.4265 | 1.5342 | 1.4442 | 1.2314 | 1.4949 | 1.0911 |
Largest Winning Trade | 38659 | 38659 | 32595 | 57795 | 57795 | 34235 |
Largest Losing Trade | -19833 | -19833 | -13226 | -35995 | -35995 | -21319 |
Avg Bars in Trades | 373 | 454 | 292 | 373 | 454 | 292 |
Avg Bars in Winners | 403 | 476 | 359 | 403 | 476 | 359 |
Avg Bars in Losers | 348 | 442 | 207 | 348 | 442 | 207 |
Bars Traded | 23900 | 14529 | 9371 | 23900 | 14529 | 9371 |
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 | -181103 | -585504 | 324504 | -670348 | -586615 | 219749 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 204, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 85, "offset": 0 } } }
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# | 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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