Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1690203.817 | 1640881.8634 | 49321.9536 | 3374809.9709 | 4120328.343 | -745518.3721 |
Total P&L (%) | 1690.2038 | 1640.8819 | 49.322 | 3374.81 | 4120.3283 | -745.5184 |
Avg Daily Profit (%) | 0.9295 | 0.9024 | 0.0271 | 0.1953 | 0.206 | 0 |
Buy And Hold Return (%) | 668.4229 | 668.4229 | 668.4229 | 668.4229 | 668.4229 | 668.4229 |
Max Trade Drawdown | -141916 | -107476 | -67496 | -7566163 | -5362023 | -4161262 |
Profit Factor | 3.6224 | 6.1235 | 1.1521 | 1.1398 | 1.3636 | 0.9418 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Profitability (%) | 45.6522 | 45.6522 | 45.6522 | 45.6522 | 45.6522 | 45.6522 |
Ratio Avg Win / Avg Loss | 4.3123 | 7.2899 | 1.3715 | 1.3569 | 1.6233 | 1.1212 |
Largest Winning Trade | 1067165 | 1067165 | 72824 | 4475759 | 4475759 | 3014210 |
Largest Losing Trade | -44394 | -44394 | -28238 | -2105426 | -2092805 | -2105426 |
Avg Bars in Trades | 116 | 103 | 129 | 116 | 103 | 129 |
Avg Bars in Winners | 159 | 123 | 195 | 159 | 123 | 195 |
Avg Bars in Losers | 80 | 86 | 73 | 80 | 86 | 73 |
Bars Traded | 10714 | 4756 | 5958 | 10714 | 4756 | 5958 |
Profit Streak | 6.1887 | 9.6887 | 6.1887 | 6.1887 | 9.6887 | 6.1887 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 602176 | 626985 | -376083 | -59904 | 309786 | -579561 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 91, "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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