Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 716199.3037 | 538681.6344 | 177517.6694 | 4818393.0235 | 2227788.2449 | 2590604.7786 |
Total P&L (%) | 716.1993 | 538.6816 | 177.5177 | 4818.393 | 2227.7882 | 2590.6048 |
Avg Daily Profit (%) | 0.3061 | 0.2302 | 0.0759 | 0.1666 | 0.1346 | 0.1408 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103139 | -51927 | -76692 | -9087040 | -3989961 | -5097078 |
Profit Factor | 2.0617 | 2.6014 | 1.5249 | 1.2432 | 1.2246 | 1.2618 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Losing Trades | 84 | 43 | 41 | 84 | 43 | 41 |
Profitability (%) | 43.2432 | 41.8919 | 44.5946 | 43.2432 | 41.8919 | 44.5946 |
Ratio Avg Win / Avg Loss | 2.706 | 3.6085 | 1.8946 | 1.6317 | 1.6986 | 1.5677 |
Largest Winning Trade | 210381 | 210381 | 69535 | 3416424 | 3191022 | 3416424 |
Largest Losing Trade | -27927 | -19966 | -27927 | -2510703 | -1285183 | -2510703 |
Avg Bars in Trades | 93 | 84 | 102 | 93 | 84 | 102 |
Avg Bars in Winners | 141 | 132 | 149 | 141 | 132 | 149 |
Avg Bars in Losers | 56 | 49 | 64 | 56 | 49 | 64 |
Bars Traded | 13823 | 6235 | 7588 | 13823 | 6235 | 7588 |
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 | 382599 | -54354 | -155639 | 229109 | -79788 | -70244 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 131, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 71, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 131, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 71, "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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