Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 394293.8321 | 384470.8019 | 9823.0302 | 535041.8271 | 1773361.01 | -1238319.1829 |
Total P&L (%) | 394.2938 | 384.4708 | 9.823 | 535.0418 | 1773.361 | -1238.3192 |
Avg Daily Profit (%) | 0.3785 | 0.3691 | 0.0094 | 0.1776 | 0.2817 | 0 |
Buy And Hold Return (%) | 381.8201 | 381.8201 | 381.8201 | 381.8201 | 381.8201 | 381.8201 |
Max Trade Drawdown | -111531 | -69590 | -71764 | -2237121 | -1004297 | -1497158 |
Profit Factor | 1.7494 | 2.5309 | 1.0357 | 1.1162 | 1.9388 | 0.544 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 89 | 43 | 46 | 89 | 43 | 46 |
Losing Trades | 93 | 48 | 45 | 93 | 48 | 45 |
Profitability (%) | 48.9011 | 47.2527 | 50.5495 | 48.9011 | 47.2527 | 50.5495 |
Ratio Avg Win / Avg Loss | 1.8281 | 2.8252 | 1.0132 | 1.1664 | 2.1642 | 0.5322 |
Largest Winning Trade | 182224 | 182224 | 38741 | 1244424 | 1244424 | 395310 |
Largest Losing Trade | -35168 | -18100 | -35168 | -513244 | -392782 | -513244 |
Avg Bars in Trades | 133 | 123 | 142 | 133 | 123 | 142 |
Avg Bars in Winners | 164 | 153 | 175 | 164 | 153 | 175 |
Avg Bars in Losers | 103 | 97 | 109 | 103 | 97 | 109 |
Bars Traded | 24260 | 11252 | 13008 | 24260 | 11252 | 13008 |
Profit Streak | 14.8099 | 0 | 15.6849 | 14.8099 | 0 | 15.6849 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -142036 | -151106 | -526902 | -124684 | 338017 | -580437 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 119, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 119, "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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