Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 430101.7176 | 320820.9507 | 109280.7669 | 328360.6703 | 128377.1783 | 199983.492 |
Total P&L (%) | 430.1017 | 320.821 | 109.2808 | 328.3607 | 128.3772 | 199.9835 |
Avg Daily Profit (%) | 0.2242 | 0.1673 | 0.057 | 0.0759 | 0.0431 | 0.0573 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80408 | -105227 | -98146 | -263202 | -228282 | -128411 |
Profit Factor | 1.798 | 2.0075 | 1.4955 | 1.2741 | 1.1757 | 1.4281 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Profitability (%) | 44.1558 | 47.3684 | 41.0256 | 44.1558 | 47.3684 | 41.0256 |
Ratio Avg Win / Avg Loss | 2.2739 | 2.2305 | 2.1497 | 1.6114 | 1.3063 | 2.0528 |
Largest Winning Trade | 155594 | 155594 | 49495 | 217672 | 217672 | 165293 |
Largest Losing Trade | -54387 | -54387 | -37730 | -104424 | -104424 | -97030 |
Avg Bars in Trades | 47 | 62 | 31 | 47 | 62 | 31 |
Avg Bars in Winners | 47 | 47 | 47 | 47 | 47 | 47 |
Avg Bars in Losers | 46 | 76 | 20 | 46 | 76 | 20 |
Bars Traded | 3626 | 2392 | 1234 | 3626 | 2392 | 1234 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -37311 | 365240 | -117918 | -139149 | -163661 | -117907 |
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{ "first_band": { "type": "linreg", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 64, "offset": 0 } } }
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{ "first_band": { "type": "linreg", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 64, "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) |
---|