Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1902550.6951 | 1794950.0839 | 107600.6112 | 82849280.9824 | 65352987.9369 | 17496293.0455 |
Total P&L (%) | 1902.5507 | 1794.9501 | 107.6006 | 82849.281 | 65352.9879 | 17496.293 |
Avg Daily Profit (%) | 0.8403 | 0.7928 | 0.0475 | 0.2973 | 0.2868 | 0.2286 |
Buy And Hold Return (%) | 9652.7377 | 9652.7377 | 9652.7377 | 9652.7377 | 9652.7377 | 9652.7377 |
Max Trade Drawdown | -55185 | -29218 | -63858 | -38438582 | -13791960 | -28321072 |
Profit Factor | 7.1514 | 14.7452 | 1.6021 | 2.0727 | 3.0943 | 1.3801 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Losing Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Profitability (%) | 52.2388 | 55.8824 | 48.4848 | 52.2388 | 55.8824 | 48.4848 |
Ratio Avg Win / Avg Loss | 6.5385 | 11.6409 | 1.7023 | 1.895 | 2.4429 | 1.4663 |
Largest Winning Trade | 1011485 | 1011485 | 51690 | 49852300 | 49852300 | 36821328 |
Largest Losing Trade | -32436 | -24393 | -32436 | -12288596 | -12288596 | -10531878 |
Avg Bars in Trades | 99 | 96 | 101 | 99 | 96 | 101 |
Avg Bars in Winners | 142 | 122 | 165 | 142 | 122 | 165 |
Avg Bars in Losers | 52 | 64 | 41 | 52 | 64 | 41 |
Bars Traded | 6641 | 3296 | 3345 | 6641 | 3296 | 3345 |
Profit Streak | 24.5458 | 162.2124 | 0 | 24.5458 | 162.2124 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -264214 | -142046 | -292796 | -107355 | 598943 | 3717 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 90, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 33, "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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