Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1181784.0542 | 975389.2554 | 206394.7988 | 46664800.3652 | 41669586.2289 | 4995214.1363 |
Total P&L (%) | 1181.7841 | 975.3893 | 206.3948 | 46664.8004 | 41669.5862 | 4995.2141 |
Avg Daily Profit (%) | 0.651 | 0.5373 | 0.1137 | 0.3392 | 0.333 | 0.2168 |
Buy And Hold Return (%) | 620.159 | 620.159 | 620.159 | 620.159 | 620.159 | 620.159 |
Max Trade Drawdown | -81971 | -62762 | -75941 | -62216203 | -45005540 | -38921983 |
Profit Factor | 2.4221 | 3.4444 | 1.4778 | 1.2093 | 1.3739 | 1.0448 |
Total Trades | 233 | 116 | 117 | 233 | 116 | 117 |
Winning Trades | 103 | 48 | 55 | 103 | 48 | 55 |
Losing Trades | 130 | 68 | 62 | 130 | 68 | 62 |
Profitability (%) | 44.206 | 41.3793 | 47.0085 | 44.206 | 41.3793 | 47.0085 |
Ratio Avg Win / Avg Loss | 3.0571 | 4.8796 | 1.6659 | 1.5263 | 1.9464 | 1.1778 |
Largest Winning Trade | 279600 | 279600 | 56189 | 42849390 | 42849390 | 14673222 |
Largest Losing Trade | -39219 | -25279 | -39219 | -18611609 | -12068457 | -18611609 |
Avg Bars in Trades | 46 | 43 | 49 | 46 | 43 | 49 |
Avg Bars in Winners | 77 | 75 | 80 | 77 | 75 | 80 |
Avg Bars in Losers | 21 | 20 | 21 | 21 | 20 | 21 |
Bars Traded | 10781 | 5023 | 5758 | 10781 | 5023 | 5758 |
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 | 286390 | 150237 | -206115 | 318038 | 260020 | -164489 |
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{ "first_band": { "type": "midprice", "factors": { "length": 69, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 12, "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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