Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 366769.7659 | 391528.2364 | -24758.4705 | -6243.7183 | 1512344.0867 | -1518587.8051 |
Total P&L (%) | 366.7698 | 391.5282 | -24.7585 | -6.2437 | 1512.3441 | -1518.5878 |
Avg Daily Profit (%) | 0.2027 | 0.2164 | -0.0137 | -0.0036 | 0.1538 | 0 |
Buy And Hold Return (%) | 180.5025 | 180.5025 | 180.5025 | 180.5025 | 180.5025 | 180.5025 |
Max Trade Drawdown | -171893 | -109149 | -112971 | -3135906 | -1276810 | -2231759 |
Profit Factor | 1.5506 | 2.2279 | 0.9287 | 0.999 | 1.5368 | 0.5757 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 56.962 | 53.8462 | 60 | 56.962 | 53.8462 | 60 |
Ratio Avg Win / Avg Loss | 1.1715 | 1.9096 | 0.6191 | 0.7548 | 1.3172 | 0.3838 |
Largest Winning Trade | 156704 | 156704 | 44694 | 1570455 | 1570455 | 420174 |
Largest Losing Trade | -72219 | -36612 | -72219 | -1703128 | -612668 | -1703128 |
Avg Bars in Trades | 65 | 52 | 78 | 65 | 52 | 78 |
Avg Bars in Winners | 55 | 29 | 79 | 55 | 29 | 79 |
Avg Bars in Losers | 78 | 80 | 76 | 78 | 80 | 76 |
Bars Traded | 5181 | 2059 | 3122 | 5181 | 2059 | 3122 |
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 | -27513 | 243332 | -579453 | -610875 | 348947 | -579453 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 171, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 171, "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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