Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1046880.1682 | 71486.8481 | -1118367.0163 | 44697.8246 | -2600593.2212 | 2645291.0458 |
Total P&L (%) | -1046.8802 | 71.4868 | -1118.367 | 44.6978 | -2600.5932 | 2645.291 |
Avg Daily Profit (%) | -0.5838 | 0.0399 | -0.6237 | 0.0206 | 0 | 0.1849 |
Buy And Hold Return (%) | 202.7055 | 202.7055 | 202.7055 | 202.7055 | 202.7055 | 202.7055 |
Max Trade Drawdown | -1222964 | -235366 | -1231903 | -3073451 | -3548778 | -1906652 |
Profit Factor | 0.3922 | 1.1982 | 0.1788 | 1.0059 | 0.5045 | 2.1558 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 39 | 18 | 21 | 37 | 13 | 24 |
Losing Trades | 33 | 18 | 15 | 35 | 23 | 12 |
Profitability (%) | 54.1667 | 50 | 58.3333 | 51.3889 | 36.1111 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.3319 | 1.1982 | 0.1277 | 0.9516 | 0.8926 | 1.0779 |
Largest Winning Trade | 149201 | 149201 | 33284 | 2610563 | 1852951 | 2610563 |
Largest Losing Trade | -955352 | -61860 | -955352 | -1493452 | -1493452 | -1228932 |
Avg Bars in Trades | 95 | 125 | 66 | 95 | 125 | 66 |
Avg Bars in Winners | 65 | 76 | 56 | 69 | 91 | 57 |
Avg Bars in Losers | 131 | 174 | 79 | 123 | 144 | 82 |
Bars Traded | 6890 | 4510 | 2380 | 6890 | 4510 | 2380 |
Profit Streak | 76.6609 | 76.6609 | 142.4109 | 76.6609 | 76.6609 | 142.4109 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -662366 | -307366 | -578348 | -629006 | -585623 | 518689 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 54, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 168, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 54, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 168, "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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