Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1120790.7042 | 1142655.321 | -21864.6169 | 354108.4785 | 1784546.9369 | -1430438.4584 |
Total P&L (%) | 1120.7907 | 1142.6553 | -21.8646 | 354.1085 | 1784.5469 | -1430.4385 |
Avg Daily Profit (%) | 0.6179 | 0.6299 | -0.0121 | 0.0835 | 0.162 | 0 |
Buy And Hold Return (%) | 586.8874 | 586.8874 | 586.8874 | 586.8874 | 586.8874 | 586.8874 |
Max Trade Drawdown | -145945 | -128841 | -92632 | -2097919 | -1177199 | -1735041 |
Profit Factor | 2.2937 | 3.479 | 0.9461 | 1.0516 | 1.5201 | 0.5829 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 79 | 37 | 42 | 79 | 37 | 42 |
Losing Trades | 73 | 39 | 34 | 73 | 39 | 34 |
Profitability (%) | 51.9737 | 48.6842 | 55.2632 | 51.9737 | 48.6842 | 55.2632 |
Ratio Avg Win / Avg Loss | 2.1195 | 3.667 | 0.7659 | 0.9717 | 1.6022 | 0.4718 |
Largest Winning Trade | 516759 | 516759 | 67593 | 1745254 | 1745254 | 252259 |
Largest Losing Trade | -53184 | -36585 | -53184 | -779272 | -621292 | -779272 |
Avg Bars in Trades | 22 | 29 | 16 | 22 | 29 | 16 |
Avg Bars in Winners | 28 | 40 | 17 | 28 | 40 | 17 |
Avg Bars in Losers | 16 | 18 | 15 | 16 | 18 | 15 |
Bars Traded | 3457 | 2209 | 1248 | 3457 | 2209 | 1248 |
Profit Streak | 59.8773 | 81.3773 | 59.8773 | 59.8773 | 81.3773 | 59.8773 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 403537 | -37605 | -628438 | -410008 | -41551 | -628438 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 2, "offset": 85 } }, "second_band": { "type": "midpoint", "factors": { "length": 143, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 2, "offset": 85 } }, "second_band": { "type": "midpoint", "factors": { "length": 143, "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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