Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 536462.7973 | 452414.8945 | 84047.9028 | 456629.507 | 883541.8936 | -426912.3866 |
Total P&L (%) | 536.4628 | 452.4149 | 84.0479 | 456.6295 | 883.5419 | -426.9124 |
Avg Daily Profit (%) | 0.28 | 0.2361 | 0.0439 | 0.0896 | 0.1194 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118350 | -94497 | -136825 | -2116143 | -1215470 | -911004 |
Profit Factor | 1.8022 | 2.2106 | 1.2849 | 1.1233 | 1.4424 | 0.7498 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 53.8462 | 51.9231 | 55.7692 | 53.8462 | 51.9231 | 55.7692 |
Ratio Avg Win / Avg Loss | 1.5447 | 2.0469 | 1.019 | 0.9628 | 1.3356 | 0.5947 |
Largest Winning Trade | 183101 | 183101 | 52962 | 821552 | 821552 | 230345 |
Largest Losing Trade | -61703 | -61703 | -49389 | -1048297 | -1048297 | -818446 |
Avg Bars in Trades | 69 | 86 | 52 | 69 | 86 | 52 |
Avg Bars in Winners | 64 | 71 | 57 | 64 | 71 | 57 |
Avg Bars in Losers | 75 | 102 | 46 | 75 | 102 | 46 |
Bars Traded | 7231 | 4492 | 2739 | 7231 | 4492 | 2739 |
Profit Streak | 67.1576 | 0 | 128.1576 | 67.1576 | 0 | 128.1576 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 485044 | -167669 | -312681 | -158536 | -212086 | -759126 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 193, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 193, "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) |
---|