Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 70170.6362 | 452408.7987 | -382238.1625 | 46741.9364 | -3725080.6024 | 3771822.5387 |
Total P&L (%) | 70.1706 | 452.4088 | -382.2382 | 46.7419 | -3725.0806 | 3771.8225 |
Avg Daily Profit (%) | 0.0387 | 0.2495 | -0.2108 | 0.0212 | 0 | 0.2018 |
Buy And Hold Return (%) | 489.6006 | 489.6006 | 489.6006 | 489.6006 | 489.6006 | 489.6006 |
Max Trade Drawdown | -389398 | -118193 | -404028 | -5015096 | -3945263 | -2166152 |
Profit Factor | 1.0464 | 1.8752 | 0.6162 | 1.0026 | 0.6366 | 1.4698 |
Total Trades | 235 | 117 | 118 | 235 | 117 | 118 |
Winning Trades | 103 | 53 | 50 | 109 | 52 | 57 |
Losing Trades | 132 | 64 | 68 | 126 | 65 | 61 |
Profitability (%) | 43.8298 | 45.2991 | 42.3729 | 46.383 | 44.4444 | 48.3051 |
Ratio Avg Win / Avg Loss | 1.341 | 2.2644 | 0.8381 | 1.1589 | 0.7958 | 1.5729 |
Largest Winning Trade | 222086 | 222086 | 47272 | 5124400 | 1738104 | 5124400 |
Largest Losing Trade | -358505 | -54779 | -358505 | -2264820 | -2264820 | -684642 |
Avg Bars in Trades | 46 | 42 | 49 | 46 | 42 | 49 |
Avg Bars in Winners | 58 | 52 | 65 | 38 | 34 | 42 |
Avg Bars in Losers | 36 | 34 | 37 | 52 | 49 | 55 |
Bars Traded | 10840 | 5020 | 5820 | 10840 | 5020 | 5820 |
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 | -477668 | -156245 | -583984 | -548274 | -583181 | 337905 |
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{ "first_band": { "type": "midprice", "factors": { "length": 34, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 14, "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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