Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 626822.2152 | 524498.0822 | 102324.133 | 838770.5435 | 120550.2217 | 718220.3218 |
Total P&L (%) | 626.8222 | 524.4981 | 102.3241 | 838.7705 | 120.5502 | 718.2203 |
Avg Daily Profit (%) | 0.3388 | 0.2835 | 0.0553 | 0.1211 | 0.0428 | 0.1137 |
Buy And Hold Return (%) | 52.4732 | 52.4732 | 52.4732 | 52.4732 | 52.4732 | 52.4732 |
Max Trade Drawdown | -111785 | -79813 | -110446 | -517982 | -735854 | -342528 |
Profit Factor | 2.2022 | 2.835 | 1.4344 | 1.2662 | 1.0599 | 1.6308 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 52.0833 | 52.0833 | 52.0833 | 52.0833 | 52.0833 | 52.0833 |
Ratio Avg Win / Avg Loss | 2.026 | 2.6082 | 1.3196 | 1.1649 | 0.9751 | 1.5003 |
Largest Winning Trade | 379671 | 379671 | 57336 | 381556 | 381556 | 357868 |
Largest Losing Trade | -48424 | -48424 | -36643 | -434946 | -434946 | -191646 |
Avg Bars in Trades | 54 | 39 | 69 | 54 | 39 | 69 |
Avg Bars in Winners | 55 | 25 | 84 | 55 | 25 | 84 |
Avg Bars in Losers | 54 | 54 | 53 | 54 | 54 | 53 |
Bars Traded | 5256 | 1910 | 3346 | 5256 | 1910 | 3346 |
Profit Streak | 27.9653 | 0 | 62.632 | 27.9653 | 0 | 62.632 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 521321 | 522786 | -124458 | -29949 | -296636 | -36804 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 165, "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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