Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1302384.8235 | 1174032.8712 | 128351.9523 | 5683238.4012 | 7012411.5641 | -1329173.1629 |
Total P&L (%) | 1302.3848 | 1174.0329 | 128.352 | 5683.2384 | 7012.4116 | -1329.1732 |
Avg Daily Profit (%) | 0.5989 | 0.5399 | 0.059 | 0.1868 | 0.1963 | 0 |
Buy And Hold Return (%) | 408.5575 | 408.5575 | 408.5575 | 408.5575 | 408.5575 | 408.5575 |
Max Trade Drawdown | -69091 | -77562 | -65535 | -9443193 | -8975990 | -4787018 |
Profit Factor | 4.0389 | 6.7899 | 1.5684 | 1.2391 | 1.6403 | 0.8963 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Profitability (%) | 54.0984 | 51.6129 | 56.6667 | 54.0984 | 51.6129 | 56.6667 |
Ratio Avg Win / Avg Loss | 3.427 | 6.3656 | 1.1994 | 1.0514 | 1.5378 | 0.6854 |
Largest Winning Trade | 902447 | 902447 | 58760 | 4662338 | 4662338 | 4240455 |
Largest Losing Trade | -65535 | -23509 | -65535 | -2925632 | -2925632 | -2804450 |
Avg Bars in Trades | 98 | 88 | 109 | 98 | 88 | 109 |
Avg Bars in Winners | 126 | 108 | 143 | 126 | 108 | 143 |
Avg Bars in Losers | 66 | 67 | 65 | 66 | 67 | 65 |
Bars Traded | 6036 | 2751 | 3285 | 6036 | 2751 | 3285 |
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 | -149875 | 590995 | -277348 | -157832 | 406123 | -579961 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 112, "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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