Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 82511.8644 | 28201.956 | 54309.9083 | 80111.2969 | 35858.4207 | 44252.8762 |
Total P&L (%) | 82.5119 | 28.202 | 54.3099 | 80.1113 | 35.8584 | 44.2529 |
Avg Daily Profit (%) | 0.3168 | 0.1083 | 0.2085 | 0.2262 | 0.1177 | 0.1408 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44099 | -28663 | -34212 | -86101 | -53279 | -68834 |
Profit Factor | 1.3272 | 1.2286 | 1.4216 | 1.1995 | 1.1837 | 1.2145 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 76 | 36 | 40 | 76 | 36 | 40 |
Losing Trades | 89 | 47 | 42 | 89 | 47 | 42 |
Profitability (%) | 46.0606 | 43.3735 | 48.7805 | 46.0606 | 43.3735 | 48.7805 |
Ratio Avg Win / Avg Loss | 1.5542 | 1.604 | 1.4927 | 1.4047 | 1.5454 | 1.2752 |
Largest Winning Trade | 24031 | 18236 | 24031 | 26534 | 26534 | 25210 |
Largest Losing Trade | -11302 | -10451 | -11302 | -20308 | -14442 | -20308 |
Avg Bars in Trades | 148 | 145 | 152 | 148 | 145 | 152 |
Avg Bars in Winners | 176 | 193 | 160 | 176 | 193 | 160 |
Avg Bars in Losers | 125 | 107 | 145 | 125 | 107 | 145 |
Bars Traded | 24575 | 12041 | 12534 | 24575 | 12041 | 12534 |
Profit Streak | 9.4374 | 12.1874 | 9.4374 | 9.4374 | 12.1874 | 9.4374 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340708 | -54145 | 65278 | 225435 | -58968 | -13025 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 102, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 102, "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) |
---|