Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 117087.2449 | -55003.7999 | 172091.0448 | 13484.6642 | -64015.8524 | 77500.5166 |
Total P&L (%) | 117.0872 | -55.0038 | 172.091 | 13.4847 | -64.0159 | 77.5005 |
Avg Daily Profit (%) | 0.1139 | -0.0535 | 0.1674 | 0.0123 | -0.0994 | 0.0558 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128682 | -111132 | -65253 | -146525 | -92104 | -95098 |
Profit Factor | 1.3425 | 0.7945 | 3.3188 | 1.042 | 0.7075 | 1.7607 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 77 | 34 | 43 | 77 | 34 | 43 |
Losing Trades | 19 | 14 | 5 | 19 | 14 | 5 |
Profitability (%) | 80.2083 | 70.8333 | 89.5833 | 80.2083 | 70.8333 | 89.5833 |
Ratio Avg Win / Avg Loss | 0.3313 | 0.3271 | 0.3859 | 0.2571 | 0.2913 | 0.2047 |
Largest Winning Trade | 28015 | 28015 | 23102 | 27713 | 24333 | 27713 |
Largest Losing Trade | -54168 | -54168 | -51299 | -69932 | -43774 | -69932 |
Avg Bars in Trades | 39 | 47 | 31 | 39 | 47 | 31 |
Avg Bars in Winners | 18 | 13 | 23 | 18 | 13 | 23 |
Avg Bars in Losers | 122 | 128 | 104 | 122 | 128 | 104 |
Bars Traded | 3784 | 2269 | 1515 | 3784 | 2269 | 1515 |
Profit Streak | 79.0093 | 79.0093 | 281.7593 | 79.0093 | 79.0093 | 281.7593 |
Trades During Streak | 9 | 4 | 16 | 9 | 4 | 16 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -36237 | -576572 | 627062 | -403655 | -576572 | -111311 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 110, "offset": 88 } } }
# | 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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