Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 416449.4124 | 366801.2979 | 49648.1145 | 37426.5205 | 276119.3025 | -238692.782 |
Total P&L (%) | 416.4494 | 366.8013 | 49.6481 | 37.4265 | 276.1193 | -238.6928 |
Avg Daily Profit (%) | 0.2612 | 0.2301 | 0.0311 | 0.0199 | 0.0831 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187824 | -95274 | -82589 | -323254 | -293295 | -188291 |
Profit Factor | 1.8296 | 2.3721 | 1.2116 | 1.0398 | 1.6134 | 0.5121 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 44.0678 | 40 | 48.2759 | 44.0678 | 40 | 48.2759 |
Ratio Avg Win / Avg Loss | 2.3222 | 3.5582 | 1.2981 | 1.3198 | 2.4202 | 0.5486 |
Largest Winning Trade | 243449 | 243449 | 67029 | 243449 | 243449 | 132780 |
Largest Losing Trade | -79173 | -32911 | -79173 | -160365 | -122430 | -160365 |
Avg Bars in Trades | 102 | 76 | 129 | 102 | 76 | 129 |
Avg Bars in Winners | 156 | 104 | 200 | 156 | 104 | 200 |
Avg Bars in Losers | 60 | 57 | 63 | 60 | 57 | 63 |
Bars Traded | 6046 | 2291 | 3755 | 6046 | 2291 | 3755 |
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 | -170191 | 304562 | -153830 | -527169 | -82849 | -581503 |
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{ "first_band": { "type": "midprice", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 64, "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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