Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 559597.618 | 577439.0981 | -17841.4801 | -5401.086 | 130254.2077 | -135655.2938 |
Total P&L (%) | 559.5976 | 577.4391 | -17.8415 | -5.4011 | 130.2542 | -135.6553 |
Avg Daily Profit (%) | 0.2899 | 0.2991 | -0.0092 | -0.0029 | 0.0432 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153006 | -117486 | -111478 | -592530 | -598200 | -287964 |
Profit Factor | 1.2907 | 1.6085 | 0.9817 | 0.9988 | 1.0563 | 0.9426 |
Total Trades | 767 | 384 | 383 | 767 | 384 | 383 |
Winning Trades | 285 | 134 | 151 | 285 | 134 | 151 |
Losing Trades | 482 | 250 | 232 | 482 | 250 | 232 |
Profitability (%) | 37.1578 | 34.8958 | 39.4256 | 37.1578 | 34.8958 | 39.4256 |
Ratio Avg Win / Avg Loss | 2.1829 | 3.001 | 1.5083 | 1.6893 | 1.9707 | 1.4482 |
Largest Winning Trade | 458308 | 458308 | 49747 | 520810 | 520810 | 145232 |
Largest Losing Trade | -22633 | -22633 | -21433 | -109563 | -109563 | -85966 |
Avg Bars in Trades | 14 | 12 | 17 | 14 | 12 | 17 |
Avg Bars in Winners | 24 | 18 | 29 | 24 | 18 | 29 |
Avg Bars in Losers | 9 | 8 | 10 | 9 | 8 | 10 |
Bars Traded | 11464 | 4672 | 6792 | 11464 | 4672 | 6792 |
Profit Streak | 0 | 0 | 22.3236 | 0 | 0 | 22.3236 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332438 | 280282 | -579345 | -578710 | -296802 | -580456 |
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{ "first_band": { "type": "midprice", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 2, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 2, "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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