Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 308242.0754 | 354443.8393 | -46201.7638 | -26396.9059 | 161293.6396 | -187690.5455 |
Total P&L (%) | 308.2421 | 354.4438 | -46.2018 | -26.3969 | 161.2936 | -187.6905 |
Avg Daily Profit (%) | 0.2183 | 0.251 | -0.0327 | -0.0217 | 0.068 | 0 |
Buy And Hold Return (%) | 77.6843 | 77.6843 | 77.6843 | 77.6843 | 77.6843 | 77.6843 |
Max Trade Drawdown | -190262 | -66700 | -161661 | -253800 | -101526 | -235308 |
Profit Factor | 1.3022 | 1.8442 | 0.923 | 0.9701 | 1.4773 | 0.655 |
Total Trades | 189 | 95 | 94 | 189 | 95 | 94 |
Winning Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Losing Trades | 100 | 51 | 49 | 100 | 51 | 49 |
Profitability (%) | 47.0899 | 46.3158 | 47.8723 | 47.0899 | 46.3158 | 47.8723 |
Ratio Avg Win / Avg Loss | 1.4632 | 2.1376 | 1.005 | 1.09 | 1.7124 | 0.7133 |
Largest Winning Trade | 191813 | 191813 | 58427 | 149958 | 149958 | 55379 |
Largest Losing Trade | -49828 | -39262 | -49828 | -98627 | -47301 | -98627 |
Avg Bars in Trades | 28 | 22 | 35 | 28 | 22 | 35 |
Avg Bars in Winners | 34 | 29 | 39 | 34 | 29 | 39 |
Avg Bars in Losers | 24 | 17 | 31 | 24 | 17 | 31 |
Bars Traded | 5468 | 2158 | 3309 | 5468 | 2158 | 3309 |
Profit Streak | 0 | 0 | 570.2244 | 0 | 0 | 570.2244 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 207358 | 301644 | -578874 | -578975 | -107637 | -580541 |
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{ "first_band": { "type": "midprice", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 88, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 88, "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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