Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 724952.4287 | 661167.8689 | 63784.5598 | 1798098.3689 | 6851214.122 | -5053115.7531 |
Total P&L (%) | 724.9524 | 661.1679 | 63.7846 | 1798.0984 | 6851.2141 | -5053.1158 |
Avg Daily Profit (%) | 0.399 | 0.3639 | 0.0351 | 0.1621 | 0.2337 | 0 |
Buy And Hold Return (%) | 650.9902 | 650.9902 | 650.9902 | 650.9902 | 650.9902 | 650.9902 |
Max Trade Drawdown | -137406 | -83109 | -117568 | -4809607 | -939891 | -6284837 |
Profit Factor | 2.6084 | 4.4301 | 1.2473 | 1.167 | 3.8436 | 0.3955 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Losing Trades | 27 | 11 | 16 | 27 | 11 | 16 |
Profitability (%) | 60.2941 | 67.6471 | 52.9412 | 60.2941 | 67.6471 | 52.9412 |
Ratio Avg Win / Avg Loss | 1.7177 | 2.1187 | 1.1087 | 0.7685 | 1.8382 | 0.3515 |
Largest Winning Trade | 202434 | 202434 | 55204 | 3137418 | 3137418 | 620012 |
Largest Losing Trade | -82399 | -33728 | -82399 | -3657968 | -620226 | -3657968 |
Avg Bars in Trades | 49 | 59 | 38 | 49 | 59 | 38 |
Avg Bars in Winners | 51 | 56 | 45 | 51 | 56 | 45 |
Avg Bars in Losers | 45 | 66 | 30 | 45 | 66 | 30 |
Bars Traded | 3337 | 2030 | 1307 | 3337 | 2030 | 1307 |
Profit Streak | 73.8338 | 82.3338 | 0 | 73.8338 | 82.3338 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -227325 | -141270 | -311653 | -145730 | 651639 | -580413 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 146, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 146, "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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