Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 586739.1987 | 511341.229 | 75397.9697 | 481332.4526 | 162415.6011 | 318916.8515 |
Total P&L (%) | 586.7392 | 511.3412 | 75.398 | 481.3325 | 162.4156 | 318.9169 |
Avg Daily Profit (%) | 0.3027 | 0.2638 | 0.0389 | 0.0909 | 0.0498 | 0.0739 |
Buy And Hold Return (%) | 18.7131 | 18.7131 | 18.7131 | 18.7131 | 18.7131 | 18.7131 |
Max Trade Drawdown | -124694 | -94860 | -115332 | -564788 | -558168 | -313249 |
Profit Factor | 1.4889 | 1.9073 | 1.1184 | 1.1008 | 1.0711 | 1.128 |
Total Trades | 251 | 126 | 125 | 251 | 126 | 125 |
Winning Trades | 99 | 37 | 62 | 99 | 37 | 62 |
Losing Trades | 152 | 89 | 63 | 152 | 89 | 63 |
Profitability (%) | 39.4422 | 29.3651 | 49.6 | 39.4422 | 29.3651 | 49.6 |
Ratio Avg Win / Avg Loss | 2.286 | 4.5878 | 1.1365 | 1.6901 | 2.5764 | 1.1462 |
Largest Winning Trade | 125507 | 125507 | 53146 | 528406 | 528406 | 254956 |
Largest Losing Trade | -44199 | -18864 | -44199 | -189328 | -152139 | -189328 |
Avg Bars in Trades | 45 | 36 | 54 | 45 | 36 | 54 |
Avg Bars in Winners | 77 | 65 | 85 | 77 | 65 | 85 |
Avg Bars in Losers | 23 | 23 | 23 | 23 | 23 | 23 |
Bars Traded | 11347 | 4573 | 6774 | 11347 | 4573 | 6774 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305008 | 50712 | -233745 | -183002 | -278420 | -174312 |
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{ "first_band": { "type": "midprice", "factors": { "length": 80, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 31, "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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