Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 668989.3425 | 670588.1563 | -1598.8138 | 117130.4739 | 300611.8113 | -183481.3374 |
Total P&L (%) | 668.9893 | 670.5882 | -1.5988 | 117.1305 | 300.6118 | -183.4813 |
Avg Daily Profit (%) | 0.3644 | 0.3652 | -0.0009 | 0.0422 | 0.0756 | 0 |
Buy And Hold Return (%) | 130.6223 | 130.6223 | 130.6223 | 130.6223 | 130.6223 | 130.6223 |
Max Trade Drawdown | -145103 | -117103 | -58182 | -542399 | -332839 | -247006 |
Profit Factor | 1.9174 | 2.8187 | 0.9956 | 1.0595 | 1.302 | 0.8115 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Losing Trades | 64 | 35 | 29 | 64 | 35 | 29 |
Profitability (%) | 42.3423 | 37.5 | 47.2727 | 42.3423 | 37.5 | 47.2727 |
Ratio Avg Win / Avg Loss | 2.6109 | 4.6978 | 1.1104 | 1.4427 | 2.17 | 0.9052 |
Largest Winning Trade | 597081 | 597081 | 44004 | 501172 | 501172 | 136775 |
Largest Losing Trade | -32571 | -25881 | -32571 | -132578 | -93342 | -132578 |
Avg Bars in Trades | 47 | 47 | 48 | 47 | 47 | 48 |
Avg Bars in Winners | 71 | 76 | 67 | 71 | 76 | 67 |
Avg Bars in Losers | 30 | 29 | 31 | 30 | 29 | 31 |
Bars Traded | 5320 | 2646 | 2674 | 5320 | 2646 | 2674 |
Profit Streak | 0 | 0 | 44.4477 | 0 | 0 | 44.4477 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329332 | -171608 | -759672 | -460040 | -280849 | -761339 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 34, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 34, "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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