Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 482545.4538 | 433914.0293 | 48631.4245 | 314870.7186 | 451840.1674 | -136969.4488 |
Total P&L (%) | 482.5455 | 433.914 | 48.6314 | 314.8707 | 451.8402 | -136.9694 |
Avg Daily Profit (%) | 0.2726 | 0.2451 | 0.0275 | 0.0804 | 0.0965 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89479 | -45672 | -113980 | -401357 | -312215 | -390999 |
Profit Factor | 2.0956 | 3.5244 | 1.1811 | 1.1905 | 1.6978 | 0.8637 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 42.8571 | 45.1613 | 40.625 | 42.8571 | 45.1613 | 40.625 |
Ratio Avg Win / Avg Loss | 2.7942 | 4.2797 | 1.7262 | 1.5874 | 2.0616 | 1.2623 |
Largest Winning Trade | 246663 | 246663 | 81612 | 287744 | 287744 | 228522 |
Largest Losing Trade | -61921 | -30047 | -61921 | -208278 | -131655 | -208278 |
Avg Bars in Trades | 163 | 141 | 185 | 163 | 141 | 185 |
Avg Bars in Winners | 272 | 210 | 339 | 272 | 210 | 339 |
Avg Bars in Losers | 82 | 85 | 79 | 82 | 85 | 79 |
Bars Traded | 10316 | 4396 | 5920 | 10316 | 4396 | 5920 |
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 | -141829 | 460719 | -181523 | -249478 | -62803 | -582789 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 80, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 80, "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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