Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 24237.4391 | 5443.829 | 18793.6101 | 25210.8078 | 3837.1326 | 21373.6752 |
Total P&L (%) | 24.2374 | 5.4438 | 18.7936 | 25.2108 | 3.8371 | 21.3737 |
Avg Daily Profit (%) | 1.3962 | 0.3136 | 1.0826 | 1.3035 | 0.2171 | 1.1221 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -14515 | -16018 | -2673 | -18643 | -20585 | -3486 |
Profit Factor | 2.0198 | 1.2898 | 4.7718 | 1.8421 | 1.1611 | 4.4961 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 25 | 15 | 10 | 25 | 15 | 10 |
Profitability (%) | 59.6774 | 51.6129 | 67.7419 | 59.6774 | 51.6129 | 67.7419 |
Ratio Avg Win / Avg Loss | 1.3648 | 1.2092 | 2.2723 | 1.2447 | 1.0885 | 2.141 |
Largest Winning Trade | 10972 | 10972 | 4584 | 12676 | 12676 | 5130 |
Largest Losing Trade | -11716 | -11716 | -1759 | -14971 | -14971 | -2286 |
Avg Bars in Trades | 383 | 358 | 408 | 383 | 358 | 408 |
Avg Bars in Winners | 429 | 439 | 421 | 429 | 439 | 421 |
Avg Bars in Losers | 314 | 271 | 380 | 314 | 271 | 380 |
Bars Traded | 23755 | 11103 | 12652 | 23755 | 11103 | 12652 |
Profit Streak | 1.0066 | 0 | 6.3052 | 1.0066 | 0 | 6.3052 |
Trades During Streak | 1 | 0 | 8 | 1 | 0 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150438 | -159162 | 551075 | -150335 | -203361 | 596951 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 226, "offset": 0 } } }
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# | 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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