Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 175233.4993 | 272234.5258 | -97001.0265 | 1038646.8048 | -572679.2541 | 1611326.0589 |
Total P&L (%) | 175.2335 | 272.2345 | -97.001 | 1038.6468 | -572.6793 | 1611.3261 |
Avg Daily Profit (%) | 0.1096 | 0.1703 | -0.0607 | 0.1523 | 0 | 0.1778 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -270716 | -61604 | -307980 | -1563608 | -1448147 | -1138623 |
Profit Factor | 1.2439 | 2.224 | 0.8044 | 1.2309 | 0.7955 | 1.9489 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 35 | 15 | 20 | 31 | 16 | 15 |
Losing Trades | 34 | 19 | 15 | 38 | 18 | 20 |
Profitability (%) | 50.7246 | 44.1176 | 57.1429 | 44.9275 | 47.0588 | 42.8571 |
Ratio Avg Win / Avg Loss | 1.2084 | 2.817 | 0.6033 | 1.5089 | 0.8949 | 2.5985 |
Largest Winning Trade | 179964 | 179964 | 38405 | 1352704 | 940540 | 1352704 |
Largest Losing Trade | -237572 | -55794 | -237572 | -1390807 | -1390807 | -450241 |
Avg Bars in Trades | 66 | 68 | 65 | 66 | 68 | 65 |
Avg Bars in Winners | 72 | 47 | 92 | 52 | 55 | 49 |
Avg Bars in Losers | 60 | 84 | 28 | 78 | 79 | 77 |
Bars Traded | 4595 | 2314 | 2281 | 4595 | 2314 | 2281 |
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 | -152821 | 334610 | -579861 | -99847 | -581939 | 315435 |
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{ "first_band": { "type": "midprice", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 173, "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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