Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 655956.7848 | 471518.8936 | 184437.8913 | 2577591.937 | -982827.9623 | 3560419.8992 |
Total P&L (%) | 655.9568 | 471.5189 | 184.4379 | 2577.5919 | -982.828 | 3560.4199 |
Avg Daily Profit (%) | 0.3415 | 0.2455 | 0.096 | 0.1713 | 0 | 0.1876 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172526 | -140437 | -81356 | -3466728 | -3560606 | -1101444 |
Profit Factor | 1.8109 | 1.9722 | 1.5693 | 1.1869 | 0.8943 | 1.7932 |
Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
Winning Trades | 94 | 43 | 51 | 94 | 43 | 51 |
Losing Trades | 81 | 44 | 37 | 81 | 44 | 37 |
Profitability (%) | 53.7143 | 49.4253 | 57.9545 | 53.7143 | 49.4253 | 57.9545 |
Ratio Avg Win / Avg Loss | 1.5604 | 2.0181 | 1.1385 | 1.0228 | 0.9151 | 1.301 |
Largest Winning Trade | 145519 | 145519 | 47860 | 894408 | 894408 | 814772 |
Largest Losing Trade | -45540 | -40747 | -45540 | -818675 | -818675 | -683488 |
Avg Bars in Trades | 21 | 28 | 13 | 21 | 28 | 13 |
Avg Bars in Winners | 23 | 37 | 11 | 23 | 37 | 11 |
Avg Bars in Losers | 18 | 20 | 16 | 18 | 20 | 16 |
Bars Traded | 3724 | 2496 | 1228 | 3724 | 2496 | 1228 |
Profit Streak | 36.189 | 37.689 | 36.189 | 36.189 | 37.689 | 36.189 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 552544 | 433219 | -61528 | -4444 | -580500 | 423183 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 86, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 91, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 86, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 91, "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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