Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 397333.9374 | 399054.2003 | -1720.2629 | -49161.7676 | 380768.1965 | -429929.9642 |
Total P&L (%) | 397.3339 | 399.0542 | -1.7203 | -49.1618 | 380.7682 | -429.93 |
Avg Daily Profit (%) | 0.2116 | 0.2125 | -0.0009 | -0.036 | 0.0837 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -339036 | -132479 | -275904 | -654674 | -167934 | -539332 |
Profit Factor | 1.5092 | 2.0577 | 0.9957 | 0.9377 | 2.6989 | 0.2393 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Losing Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Profitability (%) | 42.1687 | 45.2381 | 39.0244 | 42.1687 | 45.2381 | 39.0244 |
Ratio Avg Win / Avg Loss | 2.0698 | 2.4909 | 1.5558 | 1.286 | 3.2671 | 0.3739 |
Largest Winning Trade | 228857 | 228857 | 70654 | 421199 | 421199 | 61868 |
Largest Losing Trade | -55162 | -38462 | -55162 | -251392 | -74181 | -251392 |
Avg Bars in Trades | 264 | 228 | 301 | 264 | 228 | 301 |
Avg Bars in Winners | 395 | 315 | 491 | 395 | 315 | 491 |
Avg Bars in Losers | 169 | 157 | 180 | 169 | 157 | 180 |
Bars Traded | 21985 | 9608 | 12377 | 21985 | 9608 | 12377 |
Profit Streak | 0 | 0 | 87.1262 | 0 | 0 | 87.1262 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 211348 | 353921 | -581674 | -583434 | -77917 | -584452 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 190, "offset": 119 } }, "second_band": { "type": "midprice", "factors": { "length": 171, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 190, "offset": 119 } }, "second_band": { "type": "midprice", "factors": { "length": 171, "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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