Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1382975.7244 | 1394596.7554 | -11621.031 | 350811.967 | 562775.8866 | -211963.9196 |
Total P&L (%) | 1382.9757 | 1394.5968 | -11.621 | 350.812 | 562.7759 | -211.9639 |
Avg Daily Profit (%) | 0.6309 | 0.6362 | -0.0053 | 0.0687 | 0.0863 | 0 |
Buy And Hold Return (%) | 547.0104 | 547.0104 | 547.0104 | 547.0104 | 547.0104 | 547.0104 |
Max Trade Drawdown | -273223 | -99623 | -190093 | -341019 | -117055 | -364688 |
Profit Factor | 2.8502 | 4.6182 | 0.9679 | 1.3612 | 2.2838 | 0.6023 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
Losing Trades | 58 | 33 | 25 | 58 | 33 | 25 |
Profitability (%) | 36.2637 | 28.2609 | 44.4444 | 36.2637 | 28.2609 | 44.4444 |
Ratio Avg Win / Avg Loss | 5.0094 | 11.7231 | 1.2099 | 2.3924 | 5.7974 | 0.7528 |
Largest Winning Trade | 863432 | 863432 | 65717 | 302373 | 302373 | 49833 |
Largest Losing Trade | -72511 | -50332 | -72511 | -253493 | -66359 | -253493 |
Avg Bars in Trades | 47 | 39 | 55 | 47 | 39 | 55 |
Avg Bars in Winners | 80 | 78 | 81 | 80 | 78 | 81 |
Avg Bars in Losers | 28 | 24 | 34 | 28 | 24 | 34 |
Bars Traded | 4297 | 1817 | 2480 | 4297 | 1817 | 2480 |
Profit Streak | 0 | 0 | 264.7974 | 0 | 0 | 264.7974 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307157 | 14409 | -579832 | -270483 | -245131 | -581499 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 16, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 16, "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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