Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 402525.4139 | 488933.5392 | -86408.1253 | -101089.1449 | -60799.2035 | -40289.9414 |
Total P&L (%) | 402.5254 | 488.9335 | -86.4081 | -101.0891 | -60.7992 | -40.2899 |
Avg Daily Profit (%) | 0.2096 | 0.2547 | -0.045 | 0 | -0.0488 | -0.0269 |
Buy And Hold Return (%) | 49.5784 | 49.5784 | 49.5784 | 49.5784 | 49.5784 | 49.5784 |
Max Trade Drawdown | -339295 | -202135 | -186540 | -2231164 | -1671405 | -1177134 |
Profit Factor | 1.6087 | 2.5043 | 0.7431 | 0.9787 | 0.9753 | 0.9823 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 41 | 20 | 21 | 43 | 23 | 20 |
Losing Trades | 42 | 21 | 21 | 40 | 18 | 22 |
Profitability (%) | 49.3976 | 48.7805 | 50 | 51.8072 | 56.0976 | 47.619 |
Ratio Avg Win / Avg Loss | 1.6479 | 2.6295 | 0.7431 | 0.9104 | 0.7632 | 1.0806 |
Largest Winning Trade | 554607 | 554607 | 48140 | 603393 | 424982 | 603393 |
Largest Losing Trade | -101083 | -45471 | -101083 | -617970 | -617970 | -467758 |
Avg Bars in Trades | 65 | 81 | 49 | 65 | 81 | 49 |
Avg Bars in Winners | 48 | 59 | 38 | 59 | 75 | 40 |
Avg Bars in Losers | 81 | 102 | 61 | 71 | 89 | 58 |
Bars Traded | 5433 | 3348 | 2085 | 5433 | 3348 | 2085 |
Profit Streak | 0 | 0 | 0 | 41.2279 | 168.8946 | 41.2279 |
Trades During Streak | 0 | 0 | 0 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332522 | 447234 | -580734 | -580833 | -578984 | -579444 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 195, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 195, "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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