Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 416706.5674 | 409111.9993 | 7594.5682 | -179670.7514 | 1228676.8196 | -1408347.571 |
Total P&L (%) | 416.7066 | 409.112 | 7.5946 | -179.6708 | 1228.6768 | -1408.3476 |
Avg Daily Profit (%) | 0.2108 | 0.207 | 0.0038 | 0 | 0.1309 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149559 | -108087 | -198924 | -1454559 | -779993 | -1502021 |
Profit Factor | 1.4736 | 2.0797 | 1.0152 | 0.9582 | 1.7571 | 0.4746 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 55 | 27 | 28 | 60 | 34 | 26 |
Losing Trades | 67 | 34 | 33 | 62 | 27 | 35 |
Profitability (%) | 45.082 | 44.2623 | 45.9016 | 49.1803 | 55.7377 | 42.623 |
Ratio Avg Win / Avg Loss | 1.7951 | 2.6189 | 1.1964 | 0.9902 | 1.3953 | 0.6388 |
Largest Winning Trade | 98448 | 98448 | 74572 | 546660 | 546660 | 320548 |
Largest Losing Trade | -109549 | -36133 | -109549 | -580217 | -435399 | -580217 |
Avg Bars in Trades | 63 | 47 | 79 | 63 | 47 | 79 |
Avg Bars in Winners | 88 | 64 | 112 | 71 | 51 | 96 |
Avg Bars in Losers | 42 | 34 | 51 | 56 | 42 | 66 |
Bars Traded | 7743 | 2896 | 4847 | 7743 | 2896 | 4847 |
Profit Streak | 0 | 0 | 551.5664 | 489.5664 | 556.0664 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301698 | -152277 | -719626 | -580188 | -175178 | -745604 |
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{ "first_band": { "type": "midprice", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 74, "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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