Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 137795.2955 | 57766.0073 | 80029.2882 | 147036.7102 | 43643.7247 | 103392.9855 |
Total P&L (%) | 137.7953 | 57.766 | 80.0293 | 147.0367 | 43.6437 | 103.393 |
Avg Daily Profit (%) | 0.2646 | 0.1109 | 0.1537 | 0.1738 | 0.0696 | 0.1364 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66986 | -42112 | -37778 | -83240 | -50875 | -44520 |
Profit Factor | 1.4884 | 1.3688 | 1.6376 | 1.3829 | 1.2025 | 1.6136 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 73 | 35 | 38 | 73 | 35 | 38 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 65.7658 | 62.5 | 69.0909 | 65.7658 | 62.5 | 69.0909 |
Ratio Avg Win / Avg Loss | 0.7748 | 0.8213 | 0.7326 | 0.7198 | 0.7215 | 0.7219 |
Largest Winning Trade | 22811 | 21623 | 22811 | 32348 | 32348 | 25910 |
Largest Losing Trade | -31222 | -31222 | -28372 | -42174 | -38340 | -42174 |
Avg Bars in Trades | 219 | 222 | 217 | 219 | 222 | 217 |
Avg Bars in Winners | 161 | 152 | 170 | 161 | 152 | 170 |
Avg Bars in Losers | 331 | 339 | 321 | 331 | 339 | 321 |
Bars Traded | 24417 | 12480 | 11937 | 24417 | 12480 | 11937 |
Profit Streak | 0 | 0 | 22.1119 | 0 | 0 | 22.1119 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342404 | -225906 | -169556 | 291260 | -283140 | -187756 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 223, "offset": 248 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 223, "offset": 248 } } }
# | 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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