Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1041005.795 | 815634.0229 | 225371.7721 | 11730372.4085 | -143057.697 | 11873430.1055 |
Total P&L (%) | 1041.0058 | 815.634 | 225.3718 | 11730.3724 | -143.0577 | 11873.4301 |
Avg Daily Profit (%) | 0.5373 | 0.421 | 0.1163 | 0.2467 | 0 | 0.2473 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79267 | -59095 | -62873 | -12915863 | -11966874 | -8058553 |
Profit Factor | 2.6305 | 3.9521 | 1.6223 | 1.2418 | 0.9944 | 1.513 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 56 | 25 | 31 | 56 | 25 | 31 |
Losing Trades | 81 | 44 | 37 | 81 | 44 | 37 |
Profitability (%) | 40.8759 | 36.2319 | 45.5882 | 40.8759 | 36.2319 | 45.5882 |
Ratio Avg Win / Avg Loss | 3.8048 | 6.9557 | 1.9363 | 1.7962 | 1.7501 | 1.8058 |
Largest Winning Trade | 427606 | 427606 | 55786 | 10486262 | 10486262 | 3959295 |
Largest Losing Trade | -62873 | -20251 | -62873 | -6046534 | -3382571 | -6046534 |
Avg Bars in Trades | 82 | 59 | 106 | 82 | 59 | 106 |
Avg Bars in Winners | 144 | 105 | 176 | 144 | 105 | 176 |
Avg Bars in Losers | 40 | 33 | 48 | 40 | 33 | 48 |
Bars Traded | 11341 | 4090 | 7251 | 11341 | 4090 | 7251 |
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 | 459076 | -90359 | -145814 | 219261 | -685312 | -100235 |
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{ "first_band": { "type": "midprice", "factors": { "length": 114, "offset": 14 } }, "second_band": { "type": "midpoint", "factors": { "length": 16, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 114, "offset": 14 } }, "second_band": { "type": "midpoint", "factors": { "length": 16, "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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