Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 307271.214 | 242208.4234 | 65062.7906 | 421529.813 | 229541.249 | 191988.564 |
Total P&L (%) | 307.2712 | 242.2084 | 65.0628 | 421.5298 | 229.5412 | 191.9886 |
Avg Daily Profit (%) | 0.59 | 0.465 | 0.1249 | 0.3176 | 0.2292 | 0.206 |
Buy And Hold Return (%) | 92.5475 | 92.5475 | 92.5475 | 92.5475 | 92.5475 | 92.5475 |
Max Trade Drawdown | -68166 | -46298 | -28838 | -78389 | -65868 | -39101 |
Profit Factor | 2.5004 | 3.1619 | 1.7015 | 2.1965 | 2.1862 | 2.209 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 53.5714 | 52.381 | 54.7619 | 53.5714 | 52.381 | 54.7619 |
Ratio Avg Win / Avg Loss | 2.1671 | 2.8744 | 1.4056 | 1.9036 | 1.9875 | 1.8248 |
Largest Winning Trade | 232471 | 232471 | 26986 | 120681 | 120681 | 53828 |
Largest Losing Trade | -16801 | -16801 | -12745 | -40164 | -40164 | -39101 |
Avg Bars in Trades | 290 | 311 | 269 | 290 | 311 | 269 |
Avg Bars in Winners | 270 | 277 | 263 | 270 | 277 | 263 |
Avg Bars in Losers | 313 | 348 | 276 | 313 | 348 | 276 |
Bars Traded | 24401 | 13076 | 11325 | 24401 | 13076 | 11325 |
Profit Streak | 0 | 0 | 60.5819 | 0 | 0 | 60.5819 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 468441 | 441379 | -188425 | 403028 | 292550 | 250822 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 88, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 181, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 88, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 181, "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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