Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2788398.1089 | 2820358.9717 | -31960.8628 | 3719634.6083 | 7850639.7289 | -4131005.1206 |
Total P&L (%) | 2788.3981 | 2820.359 | -31.9609 | 3719.6346 | 7850.6397 | -4131.0051 |
Avg Daily Profit (%) | 1.3647 | 1.3803 | -0.0156 | 0.1784 | 0.2144 | 0 |
Buy And Hold Return (%) | 3046.1988 | 3046.1988 | 3046.1988 | 3046.1988 | 3046.1988 | 3046.1988 |
Max Trade Drawdown | -125189 | -63374 | -173862 | -3001662 | -1644724 | -4233200 |
Profit Factor | 5.2613 | 10.3453 | 0.9093 | 1.3102 | 2.7674 | 0.4528 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 34 | 20 | 14 | 34 | 20 | 14 |
Losing Trades | 27 | 11 | 16 | 27 | 11 | 16 |
Profitability (%) | 55.7377 | 64.5161 | 46.6667 | 55.7377 | 64.5161 | 46.6667 |
Ratio Avg Win / Avg Loss | 4.1781 | 5.6899 | 1.0393 | 1.0405 | 1.5221 | 0.5175 |
Largest Winning Trade | 1311187 | 1311187 | 83635 | 2874739 | 2874739 | 811887 |
Largest Losing Trade | -73249 | -63374 | -73249 | -2331073 | -1644724 | -2331073 |
Avg Bars in Trades | 123 | 119 | 127 | 123 | 119 | 127 |
Avg Bars in Winners | 139 | 127 | 157 | 139 | 127 | 157 |
Avg Bars in Losers | 102 | 105 | 101 | 102 | 105 | 101 |
Bars Traded | 7519 | 3701 | 3818 | 7519 | 3701 | 3818 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -309391 | -141738 | -580455 | -254255 | 424682 | -582121 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 108, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 108, "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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