Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1588761.8595 | 1519405.6147 | 69356.2448 | 5050846.2315 | 5293507.2238 | -242660.9924 |
Total P&L (%) | 1588.7619 | 1519.4056 | 69.3562 | 5050.8462 | 5293.5072 | -242.661 |
Avg Daily Profit (%) | 0.8632 | 0.8255 | 0.0377 | 0.2144 | 0.2169 | 0 |
Buy And Hold Return (%) | 678.3251 | 678.3251 | 678.3251 | 678.3251 | 678.3251 | 678.3251 |
Max Trade Drawdown | -125133 | -87889 | -54673 | -6936883 | -3655709 | -4077364 |
Profit Factor | 3.8793 | 6.4469 | 1.2542 | 1.2321 | 1.505 | 0.9785 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Profitability (%) | 41.0526 | 42.5532 | 39.5833 | 41.0526 | 42.5532 | 39.5833 |
Ratio Avg Win / Avg Loss | 5.5702 | 8.7034 | 1.9143 | 1.7692 | 2.0318 | 1.4935 |
Largest Winning Trade | 925381 | 925381 | 75781 | 5399025 | 5399025 | 3134532 |
Largest Losing Trade | -31195 | -31195 | -28320 | -1873451 | -1873451 | -1225937 |
Avg Bars in Trades | 76 | 68 | 83 | 76 | 68 | 83 |
Avg Bars in Winners | 128 | 109 | 147 | 128 | 109 | 147 |
Avg Bars in Losers | 40 | 38 | 41 | 40 | 38 | 41 |
Bars Traded | 7237 | 3213 | 4023 | 7237 | 3213 | 4023 |
Profit Streak | 0 | 30.8564 | 0 | 0 | 30.8564 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 444959 | 509488 | -311387 | 205730 | 300801 | -583073 |
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{ "first_band": { "type": "midprice", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 45, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 45, "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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