Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 783432.4192 | 644135.6302 | 139296.789 | 1189259.1594 | -262372.6708 | 1451631.8303 |
Total P&L (%) | 783.4324 | 644.1356 | 139.2968 | 1189.2592 | -262.3727 | 1451.6318 |
Avg Daily Profit (%) | 0.3317 | 0.2727 | 0.059 | 0.1083 | 0 | 0.1162 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90533 | -51959 | -139821 | -601844 | -654285 | -235828 |
Profit Factor | 2.3038 | 3.1612 | 1.46 | 1.4332 | 0.849 | 2.441 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Profitability (%) | 38.0435 | 34.7826 | 41.3043 | 38.0435 | 34.7826 | 41.3043 |
Ratio Avg Win / Avg Loss | 3.7518 | 5.9272 | 2.0747 | 2.3341 | 1.5919 | 3.4688 |
Largest Winning Trade | 487580 | 487580 | 63219 | 610274 | 306096 | 610274 |
Largest Losing Trade | -48916 | -23650 | -48916 | -261721 | -261721 | -206147 |
Avg Bars in Trades | 73 | 52 | 94 | 73 | 52 | 94 |
Avg Bars in Winners | 147 | 96 | 190 | 147 | 96 | 190 |
Avg Bars in Losers | 28 | 28 | 27 | 28 | 28 | 27 |
Bars Traded | 6762 | 2412 | 4350 | 6762 | 2412 | 4350 |
Profit Streak | 0 | 0 | 146.1232 | 0 | 0 | 146.1232 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329231 | 318814 | -114737 | -50384 | -583844 | -35605 |
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{ "first_band": { "type": "midprice", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 11, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 11, "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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