Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 77165.1167 | 12323.1514 | 64841.9653 | 56488.1105 | -8164.7196 | 64652.8301 |
Total P&L (%) | 77.1651 | 12.3232 | 64.842 | 56.4881 | -8.1647 | 64.6528 |
Avg Daily Profit (%) | 0.2963 | 0.0473 | 0.249 | 0.1721 | -0.0327 | 0.1917 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47384 | -44351 | -25835 | -82122 | -68017 | -43631 |
Profit Factor | 1.2999 | 1.0773 | 1.6626 | 1.1383 | 0.9672 | 1.4063 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 88 | 41 | 47 | 88 | 41 | 47 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 68.2171 | 64.0625 | 72.3077 | 68.2171 | 64.0625 | 72.3077 |
Ratio Avg Win / Avg Loss | 0.6056 | 0.6043 | 0.6367 | 0.5304 | 0.5426 | 0.5386 |
Largest Winning Trade | 45316 | 45316 | 20196 | 53394 | 53394 | 22547 |
Largest Losing Trade | -20406 | -20406 | -15334 | -32135 | -32135 | -22598 |
Avg Bars in Trades | 190 | 209 | 172 | 190 | 209 | 172 |
Avg Bars in Winners | 133 | 144 | 124 | 133 | 144 | 124 |
Avg Bars in Losers | 313 | 325 | 298 | 313 | 325 | 298 |
Bars Traded | 24609 | 13398 | 11211 | 24609 | 13398 | 11211 |
Profit Streak | 4.4005 | 11.7964 | 4.4005 | 4.4005 | 11.7964 | 4.4005 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333525 | -497563 | -121499 | -61151 | -717959 | -123306 |
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{ "first_band": { "type": "midprice", "factors": { "length": 29, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 202, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 29, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 202, "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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