Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 93084.8133 | 33929.7944 | 59155.0189 | 109202.8682 | 52583.8053 | 56619.0629 |
Total P&L (%) | 93.0848 | 33.9298 | 59.155 | 109.2029 | 52.5838 | 56.6191 |
Avg Daily Profit (%) | 0.3574 | 0.1303 | 0.2272 | 0.2838 | 0.1624 | 0.1724 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -25765 | -35915 | -20448 | -26328 | -35127 | -35040 |
Profit Factor | 1.6229 | 1.4104 | 1.8859 | 1.5414 | 1.4986 | 1.5883 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Losing Trades | 33 | 20 | 13 | 33 | 20 | 13 |
Profitability (%) | 60.241 | 52.381 | 68.2927 | 60.241 | 52.381 | 68.2927 |
Ratio Avg Win / Avg Loss | 1.0711 | 1.2822 | 0.8756 | 1.0173 | 1.3623 | 0.7374 |
Largest Winning Trade | 24305 | 23483 | 24305 | 29428 | 29428 | 20776 |
Largest Losing Trade | -14436 | -11905 | -14436 | -24209 | -15978 | -24209 |
Avg Bars in Trades | 295 | 275 | 315 | 295 | 275 | 315 |
Avg Bars in Winners | 288 | 254 | 315 | 288 | 254 | 315 |
Avg Bars in Losers | 305 | 299 | 315 | 305 | 299 | 315 |
Bars Traded | 24510 | 11581 | 12930 | 24510 | 11581 | 12930 |
Profit Streak | 2.9724 | 2.9724 | 4.0453 | 2.9724 | 2.9724 | 4.0453 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329400 | -23308 | 315584 | 292269 | 187853 | 270217 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 198, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 198, "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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