Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 611148.4845 | 395675.8512 | 215472.6332 | 1519807.0263 | 323099.9984 | 1196707.0279 |
Total P&L (%) | 611.1485 | 395.6759 | 215.4726 | 1519.807 | 323.1 | 1196.707 |
Avg Daily Profit (%) | 0.3486 | 0.2257 | 0.1229 | 0.159 | 0.0823 | 0.1463 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101706 | -87433 | -71892 | -1027849 | -762013 | -561183 |
Profit Factor | 1.7903 | 2.0007 | 1.5702 | 1.287 | 1.1196 | 1.4616 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 94 | 45 | 49 | 94 | 45 | 49 |
Losing Trades | 71 | 38 | 33 | 71 | 38 | 33 |
Profitability (%) | 56.9697 | 54.2169 | 59.7561 | 56.9697 | 54.2169 | 59.7561 |
Ratio Avg Win / Avg Loss | 1.3523 | 1.6895 | 1.0575 | 0.9721 | 0.9454 | 0.9844 |
Largest Winning Trade | 215600 | 215600 | 67016 | 458464 | 366842 | 458464 |
Largest Losing Trade | -42086 | -24228 | -42086 | -561183 | -311783 | -561183 |
Avg Bars in Trades | 41 | 30 | 52 | 41 | 30 | 52 |
Avg Bars in Winners | 40 | 26 | 53 | 40 | 26 | 53 |
Avg Bars in Losers | 42 | 35 | 50 | 42 | 35 | 50 |
Bars Traded | 6836 | 2567 | 4269 | 6836 | 2567 | 4269 |
Profit Streak | 11.2009 | 11.2009 | 22.2009 | 11.2009 | 11.2009 | 22.2009 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 520282 | 449796 | -29572 | 319866 | -172884 | -339 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 94, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 94, "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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