Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 405529.0141 | 278836.1074 | 126692.9067 | 656845.6744 | 781123.9192 | -124278.2449 |
Total P&L (%) | 405.529 | 278.8361 | 126.6929 | 656.8457 | 781.1239 | -124.2782 |
Avg Daily Profit (%) | 0.2844 | 0.1955 | 0.0888 | 0.142 | 0.1527 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109359 | -56840 | -67733 | -830408 | -164021 | -705920 |
Profit Factor | 1.9865 | 2.4178 | 1.5909 | 1.4328 | 2.5478 | 0.8773 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 53.9474 | 55.2632 | 52.6316 | 53.9474 | 55.2632 | 52.6316 |
Ratio Avg Win / Avg Loss | 1.6958 | 1.9572 | 1.4318 | 1.2231 | 2.0625 | 0.7896 |
Largest Winning Trade | 122591 | 122591 | 50527 | 605402 | 605402 | 467043 |
Largest Losing Trade | -50444 | -50444 | -41983 | -666386 | -164021 | -666386 |
Avg Bars in Trades | 53 | 57 | 48 | 53 | 57 | 48 |
Avg Bars in Winners | 60 | 60 | 61 | 60 | 60 | 61 |
Avg Bars in Losers | 44 | 54 | 34 | 44 | 54 | 34 |
Bars Traded | 4049 | 2200 | 1849 | 4049 | 2200 | 1849 |
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 | -41149 | 463845 | -72130 | -55379 | 474701 | -580423 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 79, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 79, "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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