Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1750164.5826 | -63141.7858 | -1687022.7968 | -121291.2425 | 3128735.8795 | -3250027.122 |
Total P&L (%) | -1750.1646 | -63.1418 | -1687.0228 | -121.2912 | 3128.7359 | -3250.0271 |
Avg Daily Profit (%) | -0.9318 | -0.0336 | -0.8982 | 0 | 0.1852 | 0 |
Buy And Hold Return (%) | 543.7358 | 543.7358 | 543.7358 | 543.7358 | 543.7358 | 543.7358 |
Max Trade Drawdown | -1930827 | -161853 | -1796663 | -3683412 | -272134 | -4166913 |
Profit Factor | 0.2447 | 0.7874 | 0.1649 | 0.9842 | 5.3107 | 0.5338 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 46 | 20 | 26 | 34 | 21 | 13 |
Losing Trades | 29 | 17 | 12 | 41 | 16 | 25 |
Profitability (%) | 61.3333 | 54.0541 | 68.4211 | 45.3333 | 56.7568 | 34.2105 |
Ratio Avg Win / Avg Loss | 0.1543 | 0.6693 | 0.0761 | 1.1869 | 4.0463 | 1.0265 |
Largest Winning Trade | 41209 | 30618 | 41209 | 2260251 | 1495741 | 2260251 |
Largest Losing Trade | -1139130 | -59348 | -1139130 | -3583479 | -180159 | -3583479 |
Avg Bars in Trades | 72 | 74 | 70 | 72 | 74 | 70 |
Avg Bars in Winners | 41 | 33 | 46 | 97 | 104 | 86 |
Avg Bars in Losers | 122 | 122 | 122 | 51 | 35 | 62 |
Bars Traded | 5438 | 2758 | 2680 | 5438 | 2758 | 2680 |
Profit Streak | 41.1945 | 41.1945 | 43.5278 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -638769 | -579259 | -576955 | -642203 | 575443 | -585238 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 17, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 91, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 17, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 91, "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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