Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 988158.7771 | 962544.7372 | 25614.0399 | 1637095.9261 | 1511115.9761 | 125979.9499 |
Total P&L (%) | 988.1588 | 962.5447 | 25.614 | 1637.0959 | 1511.116 | 125.98 |
Avg Daily Profit (%) | 0.5445 | 0.5304 | 0.0141 | 0.1574 | 0.1533 | 0.0449 |
Buy And Hold Return (%) | 619.0967 | 619.0967 | 619.0967 | 619.0967 | 619.0967 | 619.0967 |
Max Trade Drawdown | -120139 | -71725 | -104631 | -757416 | -546532 | -542590 |
Profit Factor | 2.8099 | 5.1045 | 1.0822 | 1.5716 | 2.245 | 1.0763 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Losing Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Profitability (%) | 46.0526 | 50 | 42.1053 | 46.0526 | 50 | 42.1053 |
Ratio Avg Win / Avg Loss | 3.2916 | 5.1045 | 1.4881 | 1.841 | 2.245 | 1.48 |
Largest Winning Trade | 406883 | 406883 | 72754 | 752701 | 752701 | 596311 |
Largest Losing Trade | -47746 | -31083 | -47746 | -300339 | -271411 | -300339 |
Avg Bars in Trades | 137 | 115 | 159 | 137 | 115 | 159 |
Avg Bars in Winners | 211 | 167 | 262 | 211 | 167 | 262 |
Avg Bars in Losers | 75 | 64 | 84 | 75 | 64 | 84 |
Bars Traded | 10469 | 4404 | 6065 | 10469 | 4404 | 6065 |
Profit Streak | 0 | 160.3922 | 0 | 0 | 160.3922 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -48548 | 354754 | -472888 | -48211 | 321836 | -438297 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 219, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 57, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 219, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 57, "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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