Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1400310.1912 | 1328249.6177 | 72060.5735 | 5400778.0627 | 5380649.1406 | 20128.9221 |
Total P&L (%) | 1400.3102 | 1328.2496 | 72.0606 | 5400.7781 | 5380.6491 | 20.1289 |
Avg Daily Profit (%) | 0.7698 | 0.7301 | 0.0396 | 0.2205 | 0.2203 | 0.0101 |
Buy And Hold Return (%) | 635.7646 | 635.7646 | 635.7646 | 635.7646 | 635.7646 | 635.7646 |
Max Trade Drawdown | -95326 | -73191 | -81423 | -3007204 | -1819576 | -1686580 |
Profit Factor | 3.5946 | 6.2356 | 1.2519 | 1.4014 | 1.9142 | 1.0027 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Profitability (%) | 41.0256 | 43.5897 | 38.4615 | 41.0256 | 43.5897 | 38.4615 |
Ratio Avg Win / Avg Loss | 5.1672 | 8.0696 | 2.0031 | 2.0145 | 2.4772 | 1.6043 |
Largest Winning Trade | 771385 | 771385 | 80677 | 3541611 | 3541611 | 1529846 |
Largest Losing Trade | -36492 | -23230 | -36492 | -1243506 | -1158037 | -1243506 |
Avg Bars in Trades | 275 | 245 | 304 | 275 | 245 | 304 |
Avg Bars in Winners | 446 | 369 | 532 | 446 | 369 | 532 |
Avg Bars in Losers | 156 | 150 | 161 | 156 | 150 | 161 |
Bars Traded | 21465 | 9592 | 11873 | 21465 | 9592 | 11873 |
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 | -28134 | 443907 | -309333 | -32239 | 337460 | -566099 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 170, "offset": 105 } }, "second_band": { "type": "midprice", "factors": { "length": 84, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 170, "offset": 105 } }, "second_band": { "type": "midprice", "factors": { "length": 84, "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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