Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1090573.0697 | 852326.6886 | 238246.3811 | 88945038.7802 | 41460060.1322 | 47484978.648 |
Total P&L (%) | 1090.5731 | 852.3267 | 238.2464 | 88945.0388 | 41460.0601 | 47484.9786 |
Avg Daily Profit (%) | 0.4359 | 0.3407 | 0.0952 | 0.2719 | 0.2413 | 0.2467 |
Buy And Hold Return (%) | 435.6965 | 435.6965 | 435.6965 | 435.6965 | 435.6965 | 435.6965 |
Max Trade Drawdown | -52593 | -35705 | -71319 | -31128527 | -17697557 | -41608648 |
Profit Factor | 4.732 | 7.572 | 2.4658 | 1.7375 | 1.6918 | 1.7828 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 58.9041 | 59.4595 | 58.3333 | 58.9041 | 59.4595 | 58.3333 |
Ratio Avg Win / Avg Loss | 3.3014 | 5.1627 | 1.7613 | 1.2122 | 1.1535 | 1.2734 |
Largest Winning Trade | 265584 | 265584 | 61864 | 24837314 | 23581791 | 24837314 |
Largest Losing Trade | -28175 | -23964 | -28175 | -14191219 | -12508760 | -14191219 |
Avg Bars in Trades | 98 | 82 | 115 | 98 | 82 | 115 |
Avg Bars in Winners | 123 | 97 | 150 | 123 | 97 | 150 |
Avg Bars in Losers | 63 | 62 | 65 | 63 | 62 | 65 |
Bars Traded | 7215 | 3070 | 4145 | 7215 | 3070 | 4145 |
Profit Streak | 0 | 0 | 5.9923 | 0 | 0 | 5.9923 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -60745 | 425509 | -225129 | -64011 | 421808 | 449384 |
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{ "first_band": { "type": "midprice", "factors": { "length": 138, "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) |
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