Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 250430.2354 | 231694.3464 | 18735.889 | 10917.4334 | -30875.2934 | 41792.7268 |
Total P&L (%) | 250.4302 | 231.6943 | 18.7359 | 10.9174 | -30.8753 | 41.7927 |
Avg Daily Profit (%) | 0.2304 | 0.2131 | 0.0172 | 0.0095 | -0.034 | 0.0321 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160963 | -97759 | -97786 | -1019400 | -809810 | -469747 |
Profit Factor | 1.3241 | 1.618 | 1.0471 | 1.0028 | 0.9853 | 1.0232 |
Total Trades | 227 | 113 | 114 | 227 | 113 | 114 |
Winning Trades | 119 | 53 | 66 | 119 | 53 | 66 |
Losing Trades | 108 | 60 | 48 | 108 | 60 | 48 |
Profitability (%) | 52.4229 | 46.9027 | 57.8947 | 52.4229 | 46.9027 | 57.8947 |
Ratio Avg Win / Avg Loss | 1.2017 | 1.8317 | 0.7615 | 0.9101 | 1.1154 | 0.7441 |
Largest Winning Trade | 251888 | 251888 | 28222 | 541544 | 541544 | 159990 |
Largest Losing Trade | -28526 | -21404 | -28526 | -235801 | -235801 | -228277 |
Avg Bars in Trades | 56 | 54 | 57 | 56 | 54 | 57 |
Avg Bars in Winners | 57 | 61 | 54 | 57 | 61 | 54 |
Avg Bars in Losers | 54 | 48 | 61 | 54 | 48 | 61 |
Bars Traded | 12755 | 6196 | 6559 | 12755 | 6196 | 6559 |
Profit Streak | 5.96 | 14.21 | 5.96 | 5.96 | 14.21 | 5.96 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 388228 | 392158 | -346462 | -533776 | -579014 | -347257 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 181, "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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