Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 265152.573 | 220504.4512 | 44648.1218 | 172936.9797 | 348850.6539 | -175913.6742 |
Total P&L (%) | 265.1526 | 220.5045 | 44.6481 | 172.937 | 348.8507 | -175.9137 |
Avg Daily Profit (%) | 0.2177 | 0.181 | 0.0366 | 0.0825 | 0.1233 | 0 |
Buy And Hold Return (%) | 32.4423 | 32.4423 | 32.4423 | 32.4423 | 32.4423 | 32.4423 |
Max Trade Drawdown | -102299 | -61305 | -99126 | -415113 | -148948 | -335222 |
Profit Factor | 1.5546 | 1.9423 | 1.1829 | 1.1267 | 1.5699 | 0.7663 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 50.6024 | 50 | 51.2195 | 50.6024 | 50 | 51.2195 |
Ratio Avg Win / Avg Loss | 1.5175 | 1.9423 | 1.1266 | 1.0999 | 1.5699 | 0.7298 |
Largest Winning Trade | 99324 | 99324 | 48339 | 150826 | 150826 | 94862 |
Largest Losing Trade | -47310 | -27945 | -47310 | -151901 | -121444 | -151901 |
Avg Bars in Trades | 55 | 50 | 60 | 55 | 50 | 60 |
Avg Bars in Winners | 64 | 46 | 83 | 64 | 46 | 83 |
Avg Bars in Losers | 45 | 54 | 36 | 45 | 54 | 36 |
Bars Traded | 4595 | 2104 | 2491 | 4595 | 2104 | 2491 |
Profit Streak | 54.7617 | 60.5117 | 0 | 54.7617 | 60.5117 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355867 | 418155 | -211817 | -165759 | -24921 | -580584 |
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{ "first_band": { "type": "midprice", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 117, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 117, "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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