Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 870490.9438 | 661105.4882 | 209385.4556 | 1042844.0551 | 910908.2788 | 131935.7763 |
Total P&L (%) | 870.4909 | 661.1055 | 209.3855 | 1042.8441 | 910.9083 | 131.9358 |
Avg Daily Profit (%) | 0.4635 | 0.352 | 0.1115 | 0.1298 | 0.1233 | 0.0448 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151263 | -96853 | -151551 | -183719 | -137583 | -172814 |
Profit Factor | 2.4605 | 3.1925 | 1.711 | 2.3403 | 3.2828 | 1.3481 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 39 | 15 | 24 | 39 | 15 | 24 |
Losing Trades | 37 | 23 | 14 | 37 | 23 | 14 |
Profitability (%) | 51.3158 | 39.4737 | 63.1579 | 51.3158 | 39.4737 | 63.1579 |
Ratio Avg Win / Avg Loss | 2.3343 | 4.8951 | 0.9981 | 2.2203 | 5.0336 | 0.7864 |
Largest Winning Trade | 350951 | 350951 | 49623 | 506337 | 506337 | 129530 |
Largest Losing Trade | -82029 | -47817 | -82029 | -131752 | -94823 | -131752 |
Avg Bars in Trades | 95 | 104 | 85 | 95 | 104 | 85 |
Avg Bars in Winners | 102 | 117 | 93 | 102 | 117 | 93 |
Avg Bars in Losers | 87 | 96 | 72 | 87 | 96 | 72 |
Bars Traded | 7225 | 3967 | 3258 | 7225 | 3967 | 3258 |
Profit Streak | 0 | 152.4147 | 0 | 0 | 152.4147 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -38628 | 429586 | -41964 | -68470 | -25270 | -132633 |
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{ "first_band": { "type": "midprice", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 19, "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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