Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 66371.4176 | 39842.8423 | 26528.5753 | 58291.6351 | 44678.6369 | 13612.9981 |
Total P&L (%) | 66.3714 | 39.8428 | 26.5286 | 58.2916 | 44.6786 | 13.613 |
Avg Daily Profit (%) | 0.4778 | 0.2868 | 0.191 | 0.3312 | 0.2662 | 0.0919 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37649 | -30037 | -34674 | -62024 | -28091 | -58317 |
Profit Factor | 1.4142 | 1.5208 | 1.3168 | 1.3214 | 1.592 | 1.1286 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 92 | 44 | 48 | 92 | 44 | 48 |
Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Profitability (%) | 66.6667 | 63.7681 | 69.5652 | 66.6667 | 63.7681 | 69.5652 |
Ratio Avg Win / Avg Loss | 0.7071 | 0.8641 | 0.5761 | 0.6607 | 0.9045 | 0.4937 |
Largest Winning Trade | 32077 | 32077 | 7492 | 27306 | 27306 | 9245 |
Largest Losing Trade | -30575 | -15030 | -30575 | -51174 | -12718 | -51174 |
Avg Bars in Trades | 94 | 102 | 85 | 94 | 102 | 85 |
Avg Bars in Winners | 55 | 58 | 52 | 55 | 58 | 52 |
Avg Bars in Losers | 171 | 180 | 161 | 171 | 180 | 161 |
Bars Traded | 13026 | 7104 | 5922 | 13026 | 7104 | 5922 |
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 | 346083 | -95783 | -98281 | 261156 | -95094 | -305326 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 18, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 206, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 18, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 206, "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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