Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1695048.5396 | 1655261.7095 | 39786.8301 | 2350968.681 | 2678154.9732 | -327186.2922 |
Total P&L (%) | 1695.0485 | 1655.2617 | 39.7868 | 2350.9687 | 2678.155 | -327.1863 |
Avg Daily Profit (%) | 0.7142 | 0.6974 | 0.0168 | 0.1349 | 0.1402 | 0 |
Buy And Hold Return (%) | 585.5748 | 585.5748 | 585.5748 | 585.5748 | 585.5748 | 585.5748 |
Max Trade Drawdown | -108149 | -102328 | -106321 | -4522976 | -2964300 | -3001792 |
Profit Factor | 3.3755 | 5.6542 | 1.1112 | 1.153 | 1.3166 | 0.9526 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 76 | 41 | 35 | 76 | 41 | 35 |
Profitability (%) | 31.5315 | 26.7857 | 36.3636 | 31.5315 | 26.7857 | 36.3636 |
Ratio Avg Win / Avg Loss | 7.3298 | 15.4548 | 1.9445 | 2.5036 | 3.5988 | 1.6671 |
Largest Winning Trade | 1327656 | 1327656 | 63718 | 3497566 | 3497566 | 1821051 |
Largest Losing Trade | -25573 | -24859 | -25573 | -1190635 | -1043333 | -1190635 |
Avg Bars in Trades | 41 | 35 | 47 | 41 | 35 | 47 |
Avg Bars in Winners | 93 | 89 | 96 | 93 | 89 | 96 |
Avg Bars in Losers | 17 | 16 | 19 | 17 | 16 | 19 |
Bars Traded | 4640 | 2010 | 2630 | 4640 | 2010 | 2630 |
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 | 316623 | -184979 | -618998 | -72792 | -208203 | -763636 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 26, "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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