Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 948288.4508 | 822114.4941 | 126173.9567 | 4906967.7748 | 1757391.7074 | 3149576.0674 |
Total P&L (%) | 948.2885 | 822.1145 | 126.174 | 4906.9678 | 1757.3917 | 3149.5761 |
Avg Daily Profit (%) | 0.4095 | 0.355 | 0.0545 | 0.1691 | 0.1263 | 0.1504 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131442 | -78538 | -88291 | -15215166 | -12642596 | -4940575 |
Profit Factor | 2.4674 | 3.4279 | 1.4102 | 1.0947 | 1.0536 | 1.1653 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Losing Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Profitability (%) | 47.2527 | 50 | 44.4444 | 47.2527 | 50 | 44.4444 |
Ratio Avg Win / Avg Loss | 2.7543 | 3.4279 | 1.7627 | 1.222 | 1.0536 | 1.4567 |
Largest Winning Trade | 272769 | 272769 | 82008 | 6136144 | 6136144 | 5158262 |
Largest Losing Trade | -49726 | -33562 | -49726 | -5061493 | -5061493 | -4133069 |
Avg Bars in Trades | 68 | 58 | 79 | 68 | 58 | 79 |
Avg Bars in Winners | 100 | 74 | 129 | 100 | 74 | 129 |
Avg Bars in Losers | 40 | 43 | 38 | 40 | 43 | 38 |
Bars Traded | 6266 | 2705 | 3561 | 6266 | 2705 | 3561 |
Profit Streak | 0 | 0 | 310.5162 | 0 | 0 | 310.5162 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 493383 | 575718 | -119416 | -109430 | -185526 | -32182 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 97, "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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