Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1277255.0712 | 1128377.1642 | 148877.9069 | 20123226.5457 | 5444847.5516 | 14678378.994 |
Total P&L (%) | 1277.2551 | 1128.3772 | 148.8779 | 20123.2265 | 5444.8476 | 14678.379 |
Avg Daily Profit (%) | 0.5396 | 0.4767 | 0.0629 | 0.2246 | 0.1698 | 0.2113 |
Buy And Hold Return (%) | 468.0843 | 468.0843 | 468.0843 | 468.0843 | 468.0843 | 468.0843 |
Max Trade Drawdown | -59535 | -79797 | -52567 | -13695261 | -13801707 | -7752076 |
Profit Factor | 3.8168 | 5.6101 | 1.7134 | 1.3236 | 1.1422 | 1.6144 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Losing Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Profitability (%) | 47.1429 | 51.4286 | 42.8571 | 47.1429 | 51.4286 | 42.8571 |
Ratio Avg Win / Avg Loss | 4.2795 | 5.2984 | 2.2846 | 1.4841 | 1.0788 | 2.1525 |
Largest Winning Trade | 639529 | 639529 | 54959 | 11738355 | 8679155 | 11738355 |
Largest Losing Trade | -34514 | -34514 | -26722 | -9373365 | -9373365 | -4424528 |
Avg Bars in Trades | 64 | 50 | 78 | 64 | 50 | 78 |
Avg Bars in Winners | 83 | 55 | 117 | 83 | 55 | 117 |
Avg Bars in Losers | 46 | 44 | 48 | 46 | 44 | 48 |
Bars Traded | 4498 | 1762 | 2736 | 4498 | 1762 | 2736 |
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 | -85373 | 528095 | -274261 | -91412 | -56134 | 302499 |
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{ "first_band": { "type": "midprice", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 65, "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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