Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1337541.6316 | 1327290.2592 | 10251.3723 | 11413148.5587 | 37694058.0426 | -26280909.4839 |
Total P&L (%) | 1337.5416 | 1327.2903 | 10.2514 | 11413.1486 | 37694.058 | -26280.9095 |
Avg Daily Profit (%) | 0.7181 | 0.7126 | 0.0055 | 0.2551 | 0.3191 | 0 |
Buy And Hold Return (%) | 7351.0735 | 7351.0735 | 7351.0735 | 7351.0735 | 7351.0735 | 7351.0735 |
Max Trade Drawdown | -150260 | -81532 | -152400 | -36119239 | -17235572 | -35229372 |
Profit Factor | 3.6368 | 7.1836 | 1.035 | 1.1802 | 2.575 | 0.3331 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Losing Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Profitability (%) | 47.4359 | 53.8462 | 41.0256 | 47.4359 | 53.8462 | 41.0256 |
Ratio Avg Win / Avg Loss | 4.03 | 6.1574 | 1.4879 | 1.3078 | 2.2072 | 0.4788 |
Largest Winning Trade | 656532 | 656532 | 57527 | 22217350 | 22217350 | 2026299 |
Largest Losing Trade | -41675 | -31121 | -41675 | -12877823 | -7322325 | -12877823 |
Avg Bars in Trades | 65 | 67 | 63 | 65 | 67 | 63 |
Avg Bars in Winners | 80 | 74 | 89 | 80 | 74 | 89 |
Avg Bars in Losers | 50 | 58 | 44 | 50 | 58 | 44 |
Bars Traded | 5072 | 2615 | 2457 | 5072 | 2615 | 2457 |
Profit Streak | 0 | 146.2309 | 0 | 0 | 146.2309 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -186291 | -143349 | -536704 | -63455 | 511163 | -584247 |
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{ "first_band": { "type": "midprice", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 64, "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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