Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 242776.3785 | 318818.4081 | -76042.0296 | -82994.6378 | 112760.2535 | -195754.8913 |
Total P&L (%) | 242.7764 | 318.8184 | -76.042 | -82.9946 | 112.7603 | -195.7549 |
Avg Daily Profit (%) | 0.1228 | 0.1613 | -0.0385 | -0.0896 | 0.0382 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153847 | -48717 | -227526 | -190418 | -59230 | -221667 |
Profit Factor | 1.3285 | 2.3174 | 0.847 | 0.8538 | 1.6145 | 0.4907 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 50 | 30 | 20 | 50 | 30 | 20 |
Losing Trades | 48 | 19 | 29 | 48 | 19 | 29 |
Profitability (%) | 51.0204 | 61.2245 | 40.8163 | 51.0204 | 61.2245 | 40.8163 |
Ratio Avg Win / Avg Loss | 1.2754 | 1.4677 | 1.2282 | 0.8197 | 1.0225 | 0.7114 |
Largest Winning Trade | 135922 | 135922 | 77848 | 105842 | 105842 | 32573 |
Largest Losing Trade | -85743 | -32957 | -85743 | -62733 | -49794 | -62733 |
Avg Bars in Trades | 56 | 31 | 81 | 56 | 31 | 81 |
Avg Bars in Winners | 72 | 26 | 140 | 72 | 26 | 140 |
Avg Bars in Losers | 40 | 39 | 40 | 40 | 39 | 40 |
Bars Traded | 5543 | 1560 | 3983 | 5543 | 1560 | 3983 |
Profit Streak | 0 | 0 | 535.4592 | 0 | 0 | 535.4592 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -28421 | 437147 | -582002 | -580384 | -138381 | -583669 |
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{ "first_band": { "type": "midprice", "factors": { "length": 194, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 137, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 194, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 137, "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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