Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 398011.9292 | 422833.8411 | -24821.9119 | -57891.2982 | 92427.097 | -150318.3953 |
Total P&L (%) | 398.0119 | 422.8338 | -24.8219 | -57.8913 | 92.4271 | -150.3184 |
Avg Daily Profit (%) | 0.1741 | 0.1849 | -0.0109 | -0.0378 | 0.0286 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118625 | -94358 | -120400 | -268427 | -226856 | -310933 |
Profit Factor | 1.5234 | 2.153 | 0.937 | 0.9536 | 1.1642 | 0.7806 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 52 | 29 | 23 | 52 | 29 | 23 |
Losing Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Profitability (%) | 53.6082 | 59.1837 | 47.9167 | 53.6082 | 59.1837 | 47.9167 |
Ratio Avg Win / Avg Loss | 1.3183 | 1.4849 | 1.0184 | 0.8252 | 0.8029 | 0.8485 |
Largest Winning Trade | 282444 | 282444 | 53147 | 168583 | 168583 | 105848 |
Largest Losing Trade | -69008 | -62777 | -69008 | -173981 | -80847 | -173981 |
Avg Bars in Trades | 87 | 65 | 108 | 87 | 65 | 108 |
Avg Bars in Winners | 89 | 40 | 151 | 89 | 40 | 151 |
Avg Bars in Losers | 84 | 102 | 69 | 84 | 102 | 69 |
Bars Traded | 8458 | 3228 | 5230 | 8458 | 3228 | 5230 |
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 | 344673 | 423477 | -579832 | -580051 | -194961 | -581499 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 227, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 186, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 227, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 186, "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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