Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 254881.2273 | 339904.9459 | -85023.7187 | -148386.3938 | 228388.6561 | -376775.0499 |
Total P&L (%) | 254.8812 | 339.9049 | -85.0237 | -148.3864 | 228.3887 | -376.7751 |
Avg Daily Profit (%) | 0.1351 | 0.1802 | -0.0451 | 0 | 0.0631 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -182573 | -90838 | -145129 | -564532 | -245228 | -575193 |
Profit Factor | 1.3571 | 2.1875 | 0.8011 | 0.8792 | 1.5424 | 0.5336 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 31 | 13 | 18 | 32 | 19 | 13 |
Losing Trades | 31 | 18 | 13 | 30 | 12 | 18 |
Profitability (%) | 50 | 41.9355 | 58.0645 | 51.6129 | 61.2903 | 41.9355 |
Ratio Avg Win / Avg Loss | 1.3571 | 3.0288 | 0.5786 | 0.8243 | 0.9741 | 0.7388 |
Largest Winning Trade | 281019 | 281019 | 57690 | 152036 | 152036 | 104539 |
Largest Losing Trade | -145129 | -40894 | -145129 | -219525 | -160211 | -219525 |
Avg Bars in Trades | 86 | 61 | 111 | 86 | 61 | 111 |
Avg Bars in Winners | 107 | 68 | 136 | 73 | 63 | 89 |
Avg Bars in Losers | 64 | 55 | 78 | 99 | 57 | 127 |
Bars Traded | 5359 | 1893 | 3466 | 5359 | 1893 | 3466 |
Profit Streak | 0 | 0 | 0 | 159.8302 | 347.4969 | 159.8302 |
Trades During Streak | 0 | 0 | 0 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -170713 | 303754 | -579772 | -737715 | -106048 | -583376 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 136, "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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