Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 915097.2571 | 779787.7128 | 135309.5443 | 1170076.2487 | -92544.1913 | 1262620.44 |
Total P&L (%) | 915.0973 | 779.7877 | 135.3095 | 1170.0762 | -92.5442 | 1262.6204 |
Avg Daily Profit (%) | 0.4919 | 0.4191 | 0.0727 | 0.1367 | -0.1394 | 0.1405 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108951 | -88725 | -110798 | -2871253 | -2483144 | -962831 |
Profit Factor | 2.5822 | 3.6498 | 1.4763 | 1.1676 | 0.9785 | 1.4702 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
Losing Trades | 63 | 35 | 28 | 63 | 35 | 28 |
Profitability (%) | 34.375 | 27.0833 | 41.6667 | 34.375 | 27.0833 | 41.6667 |
Ratio Avg Win / Avg Loss | 4.9296 | 9.8264 | 2.0668 | 2.2291 | 2.6343 | 2.0582 |
Largest Winning Trade | 638183 | 638183 | 67546 | 2221157 | 2221157 | 750980 |
Largest Losing Trade | -28056 | -18909 | -28056 | -783092 | -783092 | -410066 |
Avg Bars in Trades | 37 | 30 | 45 | 37 | 30 | 45 |
Avg Bars in Winners | 81 | 73 | 86 | 81 | 73 | 86 |
Avg Bars in Losers | 14 | 14 | 15 | 14 | 14 | 15 |
Bars Traded | 3603 | 1443 | 2160 | 3603 | 1443 | 2160 |
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 | 346876 | -4106 | -96715 | -50995 | -598822 | -5985 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 67, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 12, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 67, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 12, "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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