Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 794186.2276 | 837573.0374 | -43386.8098 | -73700.672 | 429089.4568 | -502790.1289 |
Total P&L (%) | 794.1862 | 837.573 | -43.3868 | -73.7007 | 429.0895 | -502.7901 |
Avg Daily Profit (%) | 0.4303 | 0.4538 | -0.0235 | -0.0723 | 0.0903 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -202256 | -119304 | -116417 | -894080 | -390503 | -536997 |
Profit Factor | 2.2647 | 3.7699 | 0.8667 | 0.9362 | 1.8893 | 0.2526 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 38.0952 | 40.625 | 35.4839 | 38.0952 | 40.625 | 35.4839 |
Ratio Avg Win / Avg Loss | 3.6802 | 5.5098 | 1.5759 | 1.5213 | 2.7613 | 0.4594 |
Largest Winning Trade | 956290 | 956290 | 82831 | 824834 | 824834 | 72084 |
Largest Losing Trade | -69190 | -63889 | -69190 | -366892 | -230499 | -366892 |
Avg Bars in Trades | 341 | 275 | 408 | 341 | 275 | 408 |
Avg Bars in Winners | 603 | 456 | 778 | 603 | 456 | 778 |
Avg Bars in Losers | 179 | 152 | 204 | 179 | 152 | 204 |
Bars Traded | 21489 | 8831 | 12658 | 21489 | 8831 | 12658 |
Profit Streak | 0 | 0 | 17.2798 | 0 | 0 | 17.2798 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -141590 | 483174 | -583116 | -733907 | -72496 | -585894 |
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{ "first_band": { "type": "midprice", "factors": { "length": 225, "offset": 166 } }, "second_band": { "type": "midpoint", "factors": { "length": 173, "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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