Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 300888.8971 | 314148.8268 | -13259.9298 | -64624.8581 | 286448.7955 | -351073.6536 |
Total P&L (%) | 300.8889 | 314.1488 | -13.2599 | -64.6249 | 286.4488 | -351.0737 |
Avg Daily Profit (%) | 0.1522 | 0.1589 | -0.0067 | -0.0525 | 0.0684 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -211840 | -155439 | -185882 | -583228 | -178599 | -509989 |
Profit Factor | 1.3866 | 1.9009 | 0.9691 | 0.9359 | 1.875 | 0.4838 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 56 | 32 | 24 | 56 | 32 | 24 |
Losing Trades | 58 | 25 | 33 | 58 | 25 | 33 |
Profitability (%) | 49.1228 | 56.1404 | 42.1053 | 49.1228 | 56.1404 | 42.1053 |
Ratio Avg Win / Avg Loss | 1.4361 | 1.4851 | 1.3326 | 0.9693 | 1.4649 | 0.6652 |
Largest Winning Trade | 130242 | 130242 | 62254 | 114208 | 112744 | 114208 |
Largest Losing Trade | -84407 | -47391 | -84407 | -188426 | -99958 | -188426 |
Avg Bars in Trades | 32 | 40 | 24 | 32 | 40 | 24 |
Avg Bars in Winners | 32 | 37 | 24 | 32 | 37 | 24 |
Avg Bars in Losers | 32 | 44 | 24 | 32 | 44 | 24 |
Bars Traded | 3715 | 2327 | 1388 | 3715 | 2327 | 1388 |
Profit Streak | 530.4777 | 0 | 610.9777 | 530.4777 | 0 | 610.9777 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301341 | -169492 | -761000 | -580232 | -278439 | -762667 |
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{ "first_band": { "type": "linreg", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 55, "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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