Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 130788.6953 | 71202.0948 | 59586.6006 | 173915.9189 | 110214.5188 | 63701.4001 |
Total P&L (%) | 130.7887 | 71.2021 | 59.5866 | 173.9159 | 110.2145 | 63.7014 |
Avg Daily Profit (%) | 0.5022 | 0.2734 | 0.2288 | 0.3877 | 0.2857 | 0.1894 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34761 | -37486 | -33804 | -84123 | -47962 | -51827 |
Profit Factor | 1.4408 | 1.4656 | 1.4144 | 1.3683 | 1.4564 | 1.2761 |
Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
Winning Trades | 96 | 45 | 51 | 96 | 45 | 51 |
Losing Trades | 128 | 67 | 61 | 128 | 67 | 61 |
Profitability (%) | 42.8571 | 40.1786 | 45.5357 | 42.8571 | 40.1786 | 45.5357 |
Ratio Avg Win / Avg Loss | 1.9211 | 2.1821 | 1.6918 | 1.8244 | 2.1684 | 1.5263 |
Largest Winning Trade | 34361 | 34361 | 16411 | 61161 | 61161 | 23946 |
Largest Losing Trade | -12553 | -10597 | -12553 | -19162 | -18878 | -19162 |
Avg Bars in Trades | 110 | 107 | 114 | 110 | 107 | 114 |
Avg Bars in Winners | 165 | 156 | 173 | 165 | 156 | 173 |
Avg Bars in Losers | 69 | 74 | 64 | 69 | 74 | 64 |
Bars Traded | 24786 | 12006 | 12780 | 24786 | 12006 | 12780 |
Profit Streak | 6.7495 | 12.8016 | 6.7495 | 6.7495 | 12.8016 | 6.7495 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 375081 | 233660 | 229194 | 323891 | 235417 | 196525 |
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{ "first_band": { "type": "midprice", "factors": { "length": 169, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 57, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 169, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 57, "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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