Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 250292.5314 | 238797.2603 | 11495.271 | -69476.0196 | 4406.5725 | -73882.5921 |
Total P&L (%) | 250.2925 | 238.7973 | 11.4953 | -69.476 | 4.4066 | -73.8826 |
Avg Daily Profit (%) | 0.1842 | 0.1757 | 0.0085 | -0.0873 | 0.0032 | -0.0987 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171564 | -143557 | -97476 | -245098 | -200160 | -129279 |
Profit Factor | 1.3724 | 1.5393 | 1.0501 | 0.9089 | 1.0086 | 0.7045 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 58 | 23 | 35 | 58 | 23 | 35 |
Losing Trades | 49 | 30 | 19 | 49 | 30 | 19 |
Profitability (%) | 54.2056 | 43.3962 | 64.8148 | 54.2056 | 43.3962 | 64.8148 |
Ratio Avg Win / Avg Loss | 1.1594 | 2.0078 | 0.5701 | 0.7679 | 1.3156 | 0.3825 |
Largest Winning Trade | 238261 | 238261 | 28222 | 144070 | 144070 | 33180 |
Largest Losing Trade | -60327 | -60327 | -51632 | -133721 | -133721 | -58988 |
Avg Bars in Trades | 35 | 44 | 26 | 35 | 44 | 26 |
Avg Bars in Winners | 29 | 42 | 21 | 29 | 42 | 21 |
Avg Bars in Losers | 41 | 45 | 34 | 41 | 45 | 34 |
Bars Traded | 3770 | 2357 | 1413 | 3770 | 2357 | 1413 |
Profit Streak | 0 | 68.8647 | 0 | 0 | 68.8647 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318307 | -171994 | -645689 | -579948 | -747493 | -758635 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 184, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 183, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 184, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 183, "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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