Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 655010.1951 | 669035.2888 | -14025.0937 | -316502.6877 | 1632252.8282 | -1948755.5159 |
Total P&L (%) | 655.0102 | 669.0353 | -14.0251 | -316.5027 | 1632.2528 | -1948.7555 |
Avg Daily Profit (%) | 0.3547 | 0.3623 | -0.0076 | 0 | 0.1546 | 0 |
Buy And Hold Return (%) | 198.2587 | 198.2587 | 198.2587 | 198.2587 | 198.2587 | 198.2587 |
Max Trade Drawdown | -160712 | -100578 | -160133 | -3134332 | -608329 | -3304714 |
Profit Factor | 1.9739 | 3.3444 | 0.9638 | 0.9388 | 2.1621 | 0.4825 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 44 | 24 | 20 | 43 | 21 | 22 |
Losing Trades | 37 | 17 | 20 | 38 | 20 | 18 |
Profitability (%) | 54.321 | 58.5366 | 50 | 53.0864 | 51.2195 | 55 |
Ratio Avg Win / Avg Loss | 1.6598 | 2.3689 | 0.9638 | 0.8296 | 2.0591 | 0.3948 |
Largest Winning Trade | 512474 | 512474 | 70796 | 991964 | 991964 | 544856 |
Largest Losing Trade | -123948 | -43050 | -123948 | -2565650 | -588422 | -2565650 |
Avg Bars in Trades | 82 | 76 | 88 | 82 | 76 | 88 |
Avg Bars in Winners | 73 | 46 | 107 | 86 | 105 | 68 |
Avg Bars in Losers | 92 | 120 | 69 | 77 | 46 | 112 |
Bars Traded | 6684 | 3147 | 3537 | 6684 | 3147 | 3537 |
Profit Streak | 0 | 0 | 0 | 141.0485 | 141.0485 | 152.7985 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -5448 | 510620 | -580749 | -595694 | 450988 | -579526 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 232, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 232, "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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