Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 409235.6861 | 364247.8978 | 44987.7883 | 110820.1141 | -12503.1156 | 123323.2297 |
Total P&L (%) | 409.2357 | 364.2479 | 44.9878 | 110.8201 | -12.5031 | 123.3232 |
Avg Daily Profit (%) | 0.2119 | 0.1886 | 0.0233 | 0.0386 | -0.0069 | 0.0416 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114268 | -72820 | -137993 | -365988 | -307584 | -147368 |
Profit Factor | 1.6306 | 2.3309 | 1.1199 | 1.0878 | 0.981 | 1.2037 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 43.0233 | 41.8605 | 44.186 | 43.0233 | 41.8605 | 44.186 |
Ratio Avg Win / Avg Loss | 2.1595 | 3.2374 | 1.4146 | 1.4406 | 1.3625 | 1.5205 |
Largest Winning Trade | 85029 | 85029 | 63017 | 143934 | 143934 | 139339 |
Largest Losing Trade | -78750 | -24085 | -78750 | -83657 | -83657 | -66430 |
Avg Bars in Trades | 43 | 29 | 57 | 43 | 29 | 57 |
Avg Bars in Winners | 76 | 50 | 101 | 76 | 50 | 101 |
Avg Bars in Losers | 18 | 14 | 22 | 18 | 14 | 22 |
Bars Traded | 3743 | 1275 | 2468 | 3743 | 1275 | 2468 |
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 | 299773 | 328536 | -254375 | -267743 | -581948 | -138920 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 66, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 22, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 66, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 22, "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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