Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 74784.4213 | 26903.5563 | 47880.865 | 81260.2187 | 27804.0262 | 53456.1925 |
Total P&L (%) | 74.7844 | 26.9036 | 47.8809 | 81.2602 | 27.804 | 53.4562 |
Avg Daily Profit (%) | 0.2872 | 0.1033 | 0.1839 | 0.2286 | 0.0942 | 0.1646 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -25037 | -23648 | -20832 | -47533 | -32987 | -35809 |
Profit Factor | 1.4636 | 1.2836 | 1.7205 | 1.3537 | 1.2157 | 1.5302 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 83 | 40 | 43 | 83 | 40 | 43 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 63.3588 | 61.5385 | 65.1515 | 63.3588 | 61.5385 | 65.1515 |
Ratio Avg Win / Avg Loss | 0.8464 | 0.8023 | 0.9203 | 0.7829 | 0.7598 | 0.8185 |
Largest Winning Trade | 18091 | 18091 | 7112 | 24622 | 24622 | 13355 |
Largest Losing Trade | -23648 | -23648 | -20832 | -24476 | -24476 | -24455 |
Avg Bars in Trades | 185 | 187 | 183 | 185 | 187 | 183 |
Avg Bars in Winners | 143 | 152 | 135 | 143 | 152 | 135 |
Avg Bars in Losers | 259 | 245 | 275 | 259 | 245 | 275 |
Bars Traded | 24359 | 12216 | 12143 | 24359 | 12216 | 12143 |
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 | 304793 | -191711 | -117167 | 262603 | -204125 | -117572 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 97, "offset": 108 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 97, "offset": 108 } } }
# | 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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