Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 199087.7523 | 287462.6152 | -88374.8628 | -93303.8096 | 939832.1812 | -1033135.9909 |
Total P&L (%) | 199.0878 | 287.4626 | -88.3749 | -93.3038 | 939.8322 | -1033.136 |
Avg Daily Profit (%) | 0.1064 | 0.1536 | -0.0472 | -0.1444 | 0.1252 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -276325 | -171877 | -164804 | -1560762 | -401849 | -1383153 |
Profit Factor | 1.2099 | 1.6431 | 0.8238 | 0.971 | 1.8872 | 0.5218 |
Total Trades | 193 | 96 | 97 | 193 | 96 | 97 |
Winning Trades | 114 | 59 | 55 | 114 | 59 | 55 |
Losing Trades | 79 | 37 | 42 | 79 | 37 | 42 |
Profitability (%) | 59.0674 | 61.4583 | 56.701 | 59.0674 | 61.4583 | 56.701 |
Ratio Avg Win / Avg Loss | 0.8384 | 1.0304 | 0.6291 | 0.6729 | 1.1835 | 0.3985 |
Largest Winning Trade | 225866 | 225866 | 60204 | 892053 | 892053 | 461839 |
Largest Losing Trade | -89902 | -60721 | -89902 | -1285728 | -253808 | -1285728 |
Avg Bars in Trades | 37 | 36 | 38 | 37 | 36 | 38 |
Avg Bars in Winners | 29 | 20 | 38 | 29 | 20 | 38 |
Avg Bars in Losers | 48 | 60 | 38 | 48 | 60 | 38 |
Bars Traded | 7238 | 3480 | 3757 | 7238 | 3480 | 3757 |
Profit Streak | 0 | 102.8344 | 0 | 0 | 102.8344 | 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 | -50878 | 409343 | -580204 | -578592 | -20795 | -580204 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 161, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 161, "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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