Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 964876.5295 | 881272.3635 | 83604.166 | 1632016.5803 | 84924.6934 | 1547091.8869 |
Total P&L (%) | 964.8765 | 881.2724 | 83.6042 | 1632.0166 | 84.9247 | 1547.0919 |
Avg Daily Profit (%) | 0.51 | 0.4658 | 0.0442 | 0.1508 | 0.0325 | 0.1482 |
Buy And Hold Return (%) | 221.0477 | 221.0477 | 221.0477 | 221.0477 | 221.0477 | 221.0477 |
Max Trade Drawdown | -105388 | -83186 | -101848 | -6930854 | -5683649 | -2338184 |
Profit Factor | 2.5968 | 3.9861 | 1.2704 | 1.0786 | 1.0071 | 1.1745 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 61.8557 | 63.2653 | 60.4167 | 61.8557 | 63.2653 | 60.4167 |
Ratio Avg Win / Avg Loss | 1.6013 | 2.3145 | 0.8324 | 0.6652 | 0.5848 | 0.7695 |
Largest Winning Trade | 592131 | 592131 | 38241 | 2206795 | 2206795 | 1607430 |
Largest Losing Trade | -54550 | -44378 | -54550 | -3844410 | -3844410 | -1301184 |
Avg Bars in Trades | 74 | 69 | 79 | 74 | 69 | 79 |
Avg Bars in Winners | 74 | 78 | 71 | 74 | 78 | 71 |
Avg Bars in Losers | 73 | 55 | 91 | 73 | 55 | 91 |
Bars Traded | 7223 | 3415 | 3807 | 7223 | 3415 | 3807 |
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 | 559313 | 609939 | -299991 | -126278 | -527771 | -23623 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 198, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 198, "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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