Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 998888.4029 | 1083172.4096 | -84284.0068 | 70100.1454 | 350059.8658 | -279959.7205 |
Total P&L (%) | 998.8884 | 1083.1724 | -84.284 | 70.1001 | 350.0599 | -279.9597 |
Avg Daily Profit (%) | 0.5499 | 0.5963 | -0.0464 | 0.0292 | 0.0828 | 0 |
Buy And Hold Return (%) | 683.4353 | 683.4353 | 683.4353 | 683.4353 | 683.4353 | 683.4353 |
Max Trade Drawdown | -166405 | -108263 | -141716 | -400702 | -291025 | -304686 |
Profit Factor | 2.5266 | 4.3753 | 0.7472 | 1.0573 | 1.5208 | 0.4923 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Losing Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Profitability (%) | 44.1176 | 50 | 38.2353 | 44.1176 | 50 | 38.2353 |
Ratio Avg Win / Avg Loss | 3.2003 | 4.3753 | 1.207 | 1.3392 | 1.5208 | 0.7952 |
Largest Winning Trade | 710326 | 710326 | 73610 | 390149 | 390149 | 56063 |
Largest Losing Trade | -49241 | -49241 | -43677 | -222452 | -222452 | -110118 |
Avg Bars in Trades | 154 | 132 | 175 | 154 | 132 | 175 |
Avg Bars in Winners | 240 | 192 | 303 | 240 | 192 | 303 |
Avg Bars in Losers | 85 | 71 | 97 | 85 | 71 | 97 |
Bars Traded | 10480 | 4497 | 5983 | 10480 | 4497 | 5983 |
Profit Streak | 0 | 164.964 | 0 | 0 | 164.964 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -122398 | 375912 | -583703 | -593159 | -244247 | -585370 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 236, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 126, "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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