Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 330119.4036 | 370181.8188 | -40062.4153 | -70213.9276 | 47187.8962 | -117401.8238 |
Total P&L (%) | 330.1194 | 370.1818 | -40.0624 | -70.2139 | 47.1879 | -117.4018 |
Avg Daily Profit (%) | 0.1316 | 0.1475 | -0.016 | -0.0483 | 0.0154 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177490 | -117816 | -183563 | -404329 | -348142 | -252548 |
Profit Factor | 1.5476 | 2.0786 | 0.8457 | 0.9276 | 1.075 | 0.6558 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 39 | 23 | 16 | 39 | 23 | 16 |
Losing Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Profitability (%) | 48.75 | 57.5 | 40 | 48.75 | 57.5 | 40 |
Ratio Avg Win / Avg Loss | 1.6269 | 1.5363 | 1.2686 | 0.9752 | 0.7946 | 0.9837 |
Largest Winning Trade | 302460 | 302460 | 61343 | 289692 | 289692 | 90202 |
Largest Losing Trade | -76718 | -76718 | -50000 | -288472 | -288472 | -115502 |
Avg Bars in Trades | 59 | 92 | 26 | 59 | 92 | 26 |
Avg Bars in Winners | 63 | 79 | 39 | 63 | 79 | 39 |
Avg Bars in Losers | 56 | 110 | 17 | 56 | 110 | 17 |
Bars Traded | 4766 | 3703 | 1063 | 4766 | 3703 | 1063 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -38930 | 319271 | -582694 | -605041 | -312490 | -584360 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 238, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 238, "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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