Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 929925.7999 | 736304.2714 | 193621.5285 | 8752842.372 | 4879602.8316 | 3873239.5404 |
Total P&L (%) | 929.9258 | 736.3043 | 193.6215 | 8752.8424 | 4879.6028 | 3873.2395 |
Avg Daily Profit (%) | 0.4019 | 0.3182 | 0.0837 | 0.1939 | 0.169 | 0.1593 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97787 | -76792 | -139916 | -14953988 | -8637615 | -7936717 |
Profit Factor | 1.7761 | 2.3298 | 1.3005 | 1.1418 | 1.1563 | 1.1269 |
Total Trades | 219 | 110 | 109 | 219 | 110 | 109 |
Winning Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Losing Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Profitability (%) | 51.1416 | 50.9091 | 51.3761 | 51.1416 | 50.9091 | 51.3761 |
Ratio Avg Win / Avg Loss | 1.6969 | 2.2466 | 1.2308 | 1.0908 | 1.115 | 1.0665 |
Largest Winning Trade | 125875 | 125875 | 81896 | 6475582 | 6475582 | 5121471 |
Largest Losing Trade | -53954 | -33055 | -53954 | -6778916 | -2662221 | -6778916 |
Avg Bars in Trades | 30 | 24 | 36 | 30 | 24 | 36 |
Avg Bars in Winners | 36 | 29 | 43 | 36 | 29 | 43 |
Avg Bars in Losers | 24 | 20 | 28 | 24 | 20 | 28 |
Bars Traded | 6675 | 2737 | 3938 | 6675 | 2737 | 3938 |
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 | 519319 | 490273 | -81240 | -55292 | -40662 | -73334 |
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{ "first_band": { "type": "midprice", "factors": { "length": 45, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 70, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 45, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 70, "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) |
---|