Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 351965.4209 | 283264.5973 | 68700.8235 | 357308.8216 | 646684.597 | -289375.7753 |
Total P&L (%) | 351.9654 | 283.2646 | 68.7008 | 357.3088 | 646.6846 | -289.3758 |
Avg Daily Profit (%) | 0.2478 | 0.1994 | 0.0484 | 0.1071 | 0.1416 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104329 | -54634 | -56321 | -1041397 | -561889 | -590973 |
Profit Factor | 1.7537 | 2.1293 | 1.3178 | 1.1392 | 1.4841 | 0.7648 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 60.1942 | 58.8235 | 61.5385 | 60.1942 | 58.8235 | 61.5385 |
Ratio Avg Win / Avg Loss | 1.1597 | 1.4905 | 0.8236 | 0.7534 | 1.0389 | 0.478 |
Largest Winning Trade | 121800 | 121800 | 44871 | 741950 | 741950 | 103197 |
Largest Losing Trade | -52986 | -33098 | -52986 | -394004 | -290605 | -394004 |
Avg Bars in Trades | 25 | 35 | 15 | 25 | 35 | 15 |
Avg Bars in Winners | 21 | 27 | 15 | 21 | 27 | 15 |
Avg Bars in Losers | 31 | 45 | 17 | 31 | 45 | 17 |
Bars Traded | 2623 | 1793 | 830 | 2623 | 1793 | 830 |
Profit Streak | 32.8776 | 0 | 33.3776 | 32.8776 | 0 | 33.3776 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 455667 | -168356 | -307622 | -116668 | -181248 | -758518 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 114, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 114, "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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