Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 969236.3337 | 889190.8761 | 80045.4576 | -218394.2747 | -147164.6947 | -71229.58 |
Total P&L (%) | 969.2363 | 889.1909 | 80.0455 | -218.3943 | -147.1647 | -71.2296 |
Avg Daily Profit (%) | 0.4201 | 0.3854 | 0.0347 | 0 | 0 | -0.054 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146678 | -96709 | -203969 | -525231 | -391657 | -172806 |
Profit Factor | 1.851 | 2.7172 | 1.1289 | 0.8213 | 0.7807 | 0.8707 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 74 | 34 | 40 | 106 | 57 | 49 |
Losing Trades | 122 | 64 | 58 | 90 | 41 | 49 |
Profitability (%) | 37.7551 | 34.6939 | 40.8163 | 54.0816 | 58.1633 | 50 |
Ratio Avg Win / Avg Loss | 3.0517 | 5.1147 | 1.6369 | 0.6973 | 0.5615 | 0.8707 |
Largest Winning Trade | 413984 | 413984 | 70077 | 73707 | 73707 | 38691 |
Largest Losing Trade | -103681 | -31602 | -103681 | -253415 | -253415 | -78352 |
Avg Bars in Trades | 68 | 60 | 76 | 68 | 60 | 76 |
Avg Bars in Winners | 124 | 112 | 134 | 41 | 42 | 39 |
Avg Bars in Losers | 34 | 33 | 36 | 100 | 85 | 113 |
Bars Traded | 13414 | 5948 | 7466 | 13414 | 5948 | 7466 |
Profit Streak | 0 | 0 | 0 | 16.9351 | 32.7685 | 16.9351 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349054 | 308210 | -228053 | -578154 | -579471 | -580499 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 12, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 12, "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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