Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 84767.5449 | 59039.9303 | 25727.6146 | 93401.8179 | 57032.0019 | 36369.816 |
Total P&L (%) | 84.7675 | 59.0399 | 25.7276 | 93.4018 | 57.032 | 36.3698 |
Avg Daily Profit (%) | 0.9765 | 0.6801 | 0.2964 | 0.7627 | 0.5212 | 0.358 |
Buy And Hold Return (%) | 22.468 | 22.468 | 22.468 | 22.468 | 22.468 | 22.468 |
Max Trade Drawdown | -26563 | -27340 | -47699 | -37071 | -34121 | -53913 |
Profit Factor | 1.2955 | 1.4799 | 1.157 | 1.2514 | 1.3515 | 1.1737 |
Total Trades | 349 | 174 | 175 | 349 | 174 | 175 |
Winning Trades | 157 | 73 | 84 | 157 | 73 | 84 |
Losing Trades | 192 | 101 | 91 | 192 | 101 | 91 |
Profitability (%) | 44.9857 | 41.954 | 48 | 44.9857 | 41.954 | 48 |
Ratio Avg Win / Avg Loss | 1.5843 | 2.0476 | 1.2534 | 1.5303 | 1.8699 | 1.2716 |
Largest Winning Trade | 26674 | 26674 | 15549 | 25986 | 25986 | 16250 |
Largest Losing Trade | -8487 | -7904 | -8487 | -11795 | -10128 | -11795 |
Avg Bars in Trades | 69 | 50 | 88 | 69 | 50 | 88 |
Avg Bars in Winners | 95 | 66 | 121 | 95 | 66 | 121 |
Avg Bars in Losers | 47 | 38 | 57 | 47 | 38 | 57 |
Bars Traded | 24263 | 8758 | 15504 | 24263 | 8758 | 15504 |
Profit Streak | 0 | 0.9785 | 0 | 0 | 0.9785 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344652 | 103438 | -162382 | 330258 | 23435 | -32226 |
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{ "first_band": { "type": "midprice", "factors": { "length": 238, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 219, "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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