Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 240374.5989 | 212740.8496 | 27633.7493 | 72706.7139 | 541221.3434 | -468514.6295 |
Total P&L (%) | 240.3746 | 212.7409 | 27.6337 | 72.7067 | 541.2213 | -468.5146 |
Avg Daily Profit (%) | 0.1971 | 0.1744 | 0.0227 | 0.0448 | 0.1525 | 0 |
Buy And Hold Return (%) | 30.7092 | 30.7092 | 30.7092 | 30.7092 | 30.7092 | 30.7092 |
Max Trade Drawdown | -180711 | -108040 | -74211 | -1315911 | -673144 | -1131825 |
Profit Factor | 1.5117 | 1.9724 | 1.1101 | 1.0189 | 1.304 | 0.7723 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Losing Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Profitability (%) | 62.0253 | 66.6667 | 57.5 | 62.0253 | 66.6667 | 57.5 |
Ratio Avg Win / Avg Loss | 0.9255 | 0.9862 | 0.8205 | 0.6238 | 0.652 | 0.5708 |
Largest Winning Trade | 115422 | 115422 | 31297 | 373044 | 373044 | 195840 |
Largest Losing Trade | -52866 | -52866 | -49713 | -699164 | -547022 | -699164 |
Avg Bars in Trades | 89 | 100 | 78 | 89 | 100 | 78 |
Avg Bars in Winners | 68 | 72 | 64 | 68 | 72 | 64 |
Avg Bars in Losers | 122 | 155 | 97 | 122 | 155 | 97 |
Bars Traded | 7048 | 3908 | 3140 | 7048 | 3908 | 3140 |
Profit Streak | 34.9513 | 86.2846 | 34.9513 | 34.9513 | 86.2846 | 34.9513 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -21141 | 398265 | -427913 | -367291 | 317248 | -579235 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 155, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 155, "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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