Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1380672.2719 | 1305467.2098 | 75205.0621 | 5030348.8913 | 5329533.0621 | -299184.1708 |
Total P&L (%) | 1380.6723 | 1305.4672 | 75.2051 | 5030.3489 | 5329.5331 | -299.1842 |
Avg Daily Profit (%) | 0.7616 | 0.7201 | 0.0415 | 0.2175 | 0.2206 | 0 |
Buy And Hold Return (%) | 593.863 | 593.863 | 593.863 | 593.863 | 593.863 | 593.863 |
Max Trade Drawdown | -149459 | -58284 | -106937 | -3130559 | -2499355 | -2064263 |
Profit Factor | 3.8071 | 6.2623 | 1.3085 | 1.3584 | 1.7643 | 0.9576 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 69 | 36 | 33 | 69 | 36 | 33 |
Profitability (%) | 32.3529 | 29.4118 | 35.2941 | 32.3529 | 29.4118 | 35.2941 |
Ratio Avg Win / Avg Loss | 7.9602 | 15.0294 | 2.3989 | 2.8402 | 4.2342 | 1.7557 |
Largest Winning Trade | 810752 | 810752 | 75707 | 4247430 | 4247430 | 2507678 |
Largest Losing Trade | -29864 | -29864 | -25859 | -842361 | -823107 | -842361 |
Avg Bars in Trades | 102 | 86 | 118 | 102 | 86 | 118 |
Avg Bars in Winners | 251 | 214 | 282 | 251 | 214 | 282 |
Avg Bars in Losers | 31 | 33 | 29 | 31 | 33 | 29 |
Bars Traded | 10479 | 4418 | 6061 | 10479 | 4418 | 6061 |
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 | 303978 | -175259 | -487798 | 113302 | -179144 | -763774 |
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{ "first_band": { "type": "midprice", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 28, "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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