Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1305283.8448 | 1241653.8577 | 63629.9871 | 1074625.7745 | 837734.0651 | 236891.7094 |
Total P&L (%) | 1305.2838 | 1241.6539 | 63.63 | 1074.6258 | 837.7341 | 236.8917 |
Avg Daily Profit (%) | 0.6949 | 0.661 | 0.0339 | 0.1312 | 0.1192 | 0.0647 |
Buy And Hold Return (%) | 273.954 | 273.954 | 273.954 | 273.954 | 273.954 | 273.954 |
Max Trade Drawdown | -154733 | -151544 | -101021 | -1727617 | -1340295 | -629585 |
Profit Factor | 3.0567 | 5.1059 | 1.1915 | 1.2581 | 1.3622 | 1.128 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 48.7805 | 43.9024 | 53.6585 | 48.7805 | 43.9024 | 53.6585 |
Ratio Avg Win / Avg Loss | 3.2095 | 6.5243 | 1.029 | 1.321 | 1.7406 | 0.9742 |
Largest Winning Trade | 812553 | 812553 | 53040 | 1363727 | 1363727 | 248438 |
Largest Losing Trade | -57405 | -33813 | -57405 | -657527 | -657527 | -629585 |
Avg Bars in Trades | 65 | 77 | 53 | 65 | 77 | 53 |
Avg Bars in Winners | 85 | 106 | 68 | 85 | 106 | 68 |
Avg Bars in Losers | 46 | 54 | 36 | 46 | 54 | 36 |
Bars Traded | 5371 | 3176 | 2195 | 5371 | 3176 | 2195 |
Profit Streak | 0 | 167.8963 | 0 | 0 | 167.8963 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 263265 | 602411 | -322765 | -29115 | -36262 | -353231 |
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{ "first_band": { "type": "linreg", "factors": { "length": 76, "offset": 68 } }, "second_band": { "type": "midpoint", "factors": { "length": 152, "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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