Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1701872.4356 | -80438.6844 | -1621433.7511 | -569584.9357 | 4444033.4425 | -5013618.3783 |
Total P&L (%) | -1701.8724 | -80.4387 | -1621.4338 | -569.5849 | 4444.0334 | -5013.6184 |
Avg Daily Profit (%) | -0.8169 | -0.0386 | -0.7783 | 0 | 0.1834 | 0 |
Buy And Hold Return (%) | 81.0241 | 81.0241 | 81.0241 | 81.0241 | 81.0241 | 81.0241 |
Max Trade Drawdown | -1757773 | -151142 | -1692260 | -7221378 | -1532533 | -8455338 |
Profit Factor | 0.2952 | 0.818 | 0.178 | 0.9584 | 2.2971 | 0.5115 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 46 | 20 | 26 | 38 | 21 | 17 |
Losing Trades | 36 | 21 | 15 | 44 | 20 | 24 |
Profitability (%) | 56.0976 | 48.7805 | 63.4146 | 46.3415 | 51.2195 | 41.4634 |
Ratio Avg Win / Avg Loss | 0.231 | 0.8589 | 0.1027 | 1.1097 | 2.1877 | 0.7222 |
Largest Winning Trade | 81337 | 81337 | 48593 | 1790502 | 1790502 | 1350400 |
Largest Losing Trade | -1119630 | -65194 | -1119630 | -6330472 | -679660 | -6330472 |
Avg Bars in Trades | 297 | 318 | 276 | 297 | 318 | 276 |
Avg Bars in Winners | 152 | 169 | 140 | 354 | 387 | 313 |
Avg Bars in Losers | 482 | 460 | 511 | 248 | 246 | 249 |
Bars Traded | 24385 | 13064 | 11321 | 24385 | 13064 | 11321 |
Profit Streak | 94.6454 | 94.6454 | 294.0621 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -587406 | -580657 | -577634 | -589311 | 448665 | -584062 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 145, "offset": 205 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 145, "offset": 205 } } }
# | 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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