Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 691248.7471 | 528839.3083 | 162409.4388 | -432630.8823 | -96831.8359 | -335799.0464 |
Total P&L (%) | 691.2487 | 528.8393 | 162.4094 | -432.6309 | -96.8318 | -335.799 |
Avg Daily Profit (%) | 0.3708 | 0.2837 | 0.0871 | 0 | -0.185 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -192124 | -114757 | -162908 | -476208 | -155898 | -336632 |
Profit Factor | 1.7229 | 2.2652 | 1.3017 | 0.4408 | 0.7094 | 0.2375 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 92 | 42 | 50 | 67 | 39 | 28 |
Losing Trades | 65 | 37 | 28 | 90 | 40 | 50 |
Profitability (%) | 58.5987 | 53.1646 | 64.1026 | 42.6752 | 49.3671 | 35.8974 |
Ratio Avg Win / Avg Loss | 1.2173 | 1.9955 | 0.729 | 0.5921 | 0.7276 | 0.4241 |
Largest Winning Trade | 124807 | 124807 | 54433 | 59451 | 59451 | 21346 |
Largest Losing Trade | -107187 | -46902 | -107187 | -143635 | -45912 | -143635 |
Avg Bars in Trades | 22 | 19 | 26 | 22 | 19 | 26 |
Avg Bars in Winners | 24 | 21 | 26 | 20 | 17 | 25 |
Avg Bars in Losers | 20 | 15 | 26 | 24 | 20 | 27 |
Bars Traded | 3585 | 1503 | 2082 | 3585 | 1503 | 2082 |
Profit Streak | 0 | 0 | 58.3883 | 11.3883 | 31.3883 | 0 |
Trades During Streak | 0 | 0 | 6 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 499224 | -13204 | -108710 | -581892 | -607164 | -620442 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 30, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 64, "offset": 0 } } }
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# | 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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