Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2628961.2513 | 2616793.0006 | 12168.2507 | 5874903.604 | 20328999.2923 | -14454095.6883 |
Total P&L (%) | 2628.9613 | 2616.793 | 12.1683 | 5874.9036 | 20328.9993 | -14454.0957 |
Avg Daily Profit (%) | 1.2867 | 1.2807 | 0.006 | 0.2004 | 0.2607 | 0 |
Buy And Hold Return (%) | 3581.0526 | 3581.0526 | 3581.0526 | 3581.0526 | 3581.0526 | 3581.0526 |
Max Trade Drawdown | -110865 | -65182 | -193591 | -8125289 | -2786870 | -15034111 |
Profit Factor | 5.7042 | 12.9663 | 1.0358 | 1.2086 | 3.5083 | 0.2797 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Losing Trades | 23 | 10 | 13 | 23 | 10 | 13 |
Profitability (%) | 59.6491 | 65.5172 | 53.5714 | 59.6491 | 65.5172 | 53.5714 |
Ratio Avg Win / Avg Loss | 3.8587 | 6.8244 | 0.8977 | 0.8176 | 1.8465 | 0.2424 |
Largest Winning Trade | 1405857 | 1405857 | 82505 | 8465851 | 8465851 | 1513857 |
Largest Losing Trade | -80888 | -60464 | -80888 | -7587885 | -2786870 | -7587885 |
Avg Bars in Trades | 131 | 115 | 148 | 131 | 115 | 148 |
Avg Bars in Winners | 159 | 136 | 187 | 159 | 136 | 187 |
Avg Bars in Losers | 91 | 76 | 102 | 91 | 76 | 102 |
Bars Traded | 7506 | 3351 | 4156 | 7506 | 3351 | 4156 |
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 | -322127 | -141709 | -554082 | -181634 | 587944 | -601370 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 249, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 95, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 249, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 95, "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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