Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 333576.3442 | 235287.8975 | 98288.4467 | 52285.4533 | 1253121.5292 | -1200836.0759 |
Total P&L (%) | 333.5763 | 235.2879 | 98.2884 | 52.2855 | 1253.1215 | -1200.8361 |
Avg Daily Profit (%) | 0.1978 | 0.1395 | 0.0583 | 0.0249 | 0.1546 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -200780 | -79429 | -161873 | -3026113 | -1142136 | -2756043 |
Profit Factor | 1.3421 | 1.5434 | 1.1813 | 1.0045 | 1.299 | 0.8381 |
Total Trades | 243 | 122 | 121 | 243 | 122 | 121 |
Winning Trades | 109 | 56 | 53 | 109 | 56 | 53 |
Losing Trades | 134 | 66 | 68 | 134 | 66 | 68 |
Profitability (%) | 44.856 | 45.9016 | 43.8017 | 44.856 | 45.9016 | 43.8017 |
Ratio Avg Win / Avg Loss | 1.6499 | 1.8191 | 1.5156 | 1.2349 | 1.531 | 1.0753 |
Largest Winning Trade | 71991 | 71991 | 54777 | 699980 | 699980 | 686797 |
Largest Losing Trade | -76278 | -33687 | -76278 | -1812101 | -345263 | -1812101 |
Avg Bars in Trades | 27 | 24 | 30 | 27 | 24 | 30 |
Avg Bars in Winners | 31 | 26 | 36 | 31 | 26 | 36 |
Avg Bars in Losers | 24 | 21 | 26 | 24 | 21 | 26 |
Bars Traded | 6658 | 2934 | 3724 | 6658 | 2934 | 3724 |
Profit Streak | 0 | 0 | 53.4325 | 0 | 0 | 53.4325 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309709 | -5652 | -136781 | -376755 | 262527 | -580769 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 40, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 51, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 40, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 51, "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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