Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 623414.188 | 455270.5763 | 168143.6117 | 3648531.9621 | 935537.7171 | 2712994.2451 |
Total P&L (%) | 623.4142 | 455.2706 | 168.1436 | 3648.532 | 935.5377 | 2712.9942 |
Avg Daily Profit (%) | 0.3153 | 0.2302 | 0.085 | 0.1834 | 0.1183 | 0.1689 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59231 | -59005 | -129659 | -844133 | -1251548 | -723883 |
Profit Factor | 2.5257 | 3.4187 | 1.7629 | 1.8919 | 1.367 | 2.7593 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 52.8571 | 51.4286 | 54.2857 | 52.8571 | 51.4286 | 54.2857 |
Ratio Avg Win / Avg Loss | 2.2526 | 3.2288 | 1.4846 | 1.6873 | 1.2911 | 2.3236 |
Largest Winning Trade | 173816 | 173816 | 75795 | 934264 | 666955 | 934264 |
Largest Losing Trade | -39712 | -24862 | -39712 | -513824 | -392941 | -513824 |
Avg Bars in Trades | 54 | 43 | 66 | 54 | 43 | 66 |
Avg Bars in Winners | 81 | 61 | 100 | 81 | 61 | 100 |
Avg Bars in Losers | 24 | 24 | 25 | 24 | 24 | 25 |
Bars Traded | 3847 | 1534 | 2313 | 3847 | 1534 | 2313 |
Profit Streak | 0 | 0 | 823.301 | 0 | 0 | 823.301 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -84291 | 525351 | -75313 | -86641 | -34020 | 537411 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 36, "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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