Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1397954.2226 | 1307448.6031 | 90505.6196 | 503007.8904 | 128648.5424 | 374359.348 |
Total P&L (%) | 1397.9542 | 1307.4486 | 90.5056 | 503.0079 | 128.6485 | 374.3593 |
Avg Daily Profit (%) | 0.7494 | 0.7009 | 0.0485 | 0.0964 | 0.0443 | 0.0835 |
Buy And Hold Return (%) | 25.0158 | 25.0158 | 25.0158 | 25.0158 | 25.0158 | 25.0158 |
Max Trade Drawdown | -194200 | -144375 | -60689 | -4702826 | -3568525 | -1549545 |
Profit Factor | 4.1697 | 5.3752 | 1.6365 | 1.0665 | 1.0252 | 1.1527 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 31 | 18 | 13 | 31 | 18 | 13 |
Profitability (%) | 52.3077 | 45.4545 | 59.375 | 52.3077 | 45.4545 | 59.375 |
Ratio Avg Win / Avg Loss | 3.8018 | 6.4502 | 1.1197 | 0.9724 | 1.2302 | 0.7887 |
Largest Winning Trade | 1207919 | 1207919 | 46647 | 2752672 | 2752672 | 987578 |
Largest Losing Trade | -70498 | -70498 | -48402 | -1931564 | -1931564 | -1495625 |
Avg Bars in Trades | 164 | 152 | 176 | 164 | 152 | 176 |
Avg Bars in Winners | 202 | 192 | 210 | 202 | 192 | 210 |
Avg Bars in Losers | 122 | 118 | 127 | 122 | 118 | 127 |
Bars Traded | 10683 | 5028 | 5655 | 10683 | 5028 | 5655 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -115780 | 669482 | -127504 | -348630 | -329552 | -134496 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 60, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 60, "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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