Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 867212.9304 | 856157.2673 | 11055.6632 | 512558.6446 | 459368.6958 | 53189.9489 |
Total P&L (%) | 867.2129 | 856.1573 | 11.0557 | 512.5586 | 459.3687 | 53.1899 |
Avg Daily Profit (%) | 0.4596 | 0.4538 | 0.0059 | 0.0961 | 0.0913 | 0.0226 |
Buy And Hold Return (%) | 334.0426 | 334.0426 | 334.0426 | 334.0426 | 334.0426 | 334.0426 |
Max Trade Drawdown | -83664 | -81752 | -68324 | -1053958 | -673136 | -623395 |
Profit Factor | 2.9014 | 6.343 | 1.0374 | 1.1331 | 1.2855 | 1.0237 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 54.2857 | 54.2857 | 54.2857 | 54.2857 | 54.2857 | 54.2857 |
Ratio Avg Win / Avg Loss | 2.4432 | 5.3414 | 0.8736 | 0.9542 | 1.0825 | 0.8621 |
Largest Winning Trade | 592131 | 592131 | 43833 | 456341 | 456341 | 389641 |
Largest Losing Trade | -68324 | -31862 | -68324 | -421364 | -399206 | -421364 |
Avg Bars in Trades | 101 | 92 | 110 | 101 | 92 | 110 |
Avg Bars in Winners | 115 | 90 | 140 | 115 | 90 | 140 |
Avg Bars in Losers | 85 | 95 | 74 | 85 | 95 | 74 |
Bars Traded | 7118 | 3254 | 3864 | 7118 | 3254 | 3864 |
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 | -85617 | 568130 | -531313 | -247988 | -119599 | -523996 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 227, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 123, "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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