Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 394935.7203 | 900613.1063 | -505677.386 | 1695618.4477 | 7705105.3662 | -6009486.9185 |
Total P&L (%) | 394.9357 | 900.6131 | -505.6774 | 1695.6184 | 7705.1054 | -6009.4869 |
Avg Daily Profit (%) | 0.218 | 0.4971 | -0.2791 | 0.1595 | 0.2408 | 0 |
Buy And Hold Return (%) | 505.6934 | 505.6934 | 505.6934 | 505.6934 | 505.6934 | 505.6934 |
Max Trade Drawdown | -778213 | -145560 | -670099 | -15654876 | -5022847 | -12175473 |
Profit Factor | 1.3432 | 3.8936 | 0.3977 | 1.0634 | 1.9305 | 0.6749 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 61 | 29 | 32 | 55 | 29 | 26 |
Losing Trades | 29 | 16 | 13 | 35 | 16 | 19 |
Profitability (%) | 67.7778 | 64.4444 | 71.1111 | 61.1111 | 64.4444 | 57.7778 |
Ratio Avg Win / Avg Loss | 0.6386 | 2.1482 | 0.1616 | 0.6767 | 1.0651 | 0.4932 |
Largest Winning Trade | 923869 | 923869 | 32729 | 8809390 | 8809390 | 4054016 |
Largest Losing Trade | -387165 | -76158 | -387165 | -12175473 | -1693973 | -12175473 |
Avg Bars in Trades | 118 | 132 | 105 | 118 | 132 | 105 |
Avg Bars in Winners | 69 | 69 | 69 | 114 | 126 | 101 |
Avg Bars in Losers | 222 | 245 | 193 | 125 | 142 | 111 |
Bars Traded | 10694 | 5954 | 4740 | 10694 | 5954 | 4740 |
Profit Streak | 36.5104 | 62.177 | 36.5104 | 36.5104 | 62.177 | 36.5104 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -154963 | 451413 | -576985 | -144397 | 513699 | -578713 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 19, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 149, "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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