Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 406579.1083 | 389855.4887 | 16723.6197 | -93395.6589 | 228160.7564 | -321556.4153 |
Total P&L (%) | 406.5791 | 389.8555 | 16.7236 | -93.3957 | 228.1608 | -321.5564 |
Avg Daily Profit (%) | 0.2156 | 0.2067 | 0.0089 | -0.144 | 0.063 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140626 | -105342 | -153451 | -446119 | -254196 | -358944 |
Profit Factor | 1.324 | 1.6832 | 1.0244 | 0.9276 | 1.454 | 0.5914 |
Total Trades | 203 | 102 | 101 | 203 | 102 | 101 |
Winning Trades | 95 | 43 | 52 | 95 | 43 | 52 |
Losing Trades | 108 | 59 | 49 | 108 | 59 | 49 |
Profitability (%) | 46.798 | 42.1569 | 51.4851 | 46.798 | 42.1569 | 51.4851 |
Ratio Avg Win / Avg Loss | 1.5052 | 2.3096 | 0.9653 | 1.0545 | 1.995 | 0.5573 |
Largest Winning Trade | 100335 | 100335 | 54783 | 162404 | 162404 | 83996 |
Largest Losing Trade | -97796 | -36475 | -97796 | -254412 | -83307 | -254412 |
Avg Bars in Trades | 27 | 22 | 32 | 27 | 22 | 32 |
Avg Bars in Winners | 36 | 28 | 43 | 36 | 28 | 43 |
Avg Bars in Losers | 19 | 17 | 21 | 19 | 17 | 21 |
Bars Traded | 5598 | 2276 | 3322 | 5598 | 2276 | 3322 |
Profit Streak | 0 | 0 | 16.815 | 0 | 0 | 16.815 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330883 | 281255 | -384886 | -579016 | -109687 | -580298 |
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{ "first_band": { "type": "midprice", "factors": { "length": 51, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 23, "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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