Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1200438.6637 | 1143240.1619 | 57198.5018 | 2955489.9876 | 2892627.5624 | 62862.4252 |
Total P&L (%) | 1200.4387 | 1143.2402 | 57.1985 | 2955.49 | 2892.6276 | 62.8624 |
Avg Daily Profit (%) | 0.6615 | 0.63 | 0.0315 | 0.1886 | 0.1875 | 0.0269 |
Buy And Hold Return (%) | 639.6689 | 639.6689 | 639.6689 | 639.6689 | 639.6689 | 639.6689 |
Max Trade Drawdown | -68263 | -71587 | -36213 | -2679373 | -1395694 | -1694320 |
Profit Factor | 4.0742 | 7.1223 | 1.2807 | 1.3152 | 1.729 | 1.0116 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 46.5116 | 44.186 | 48.8372 | 46.5116 | 44.186 | 48.8372 |
Ratio Avg Win / Avg Loss | 4.6853 | 8.9966 | 1.3417 | 1.5124 | 2.184 | 1.0598 |
Largest Winning Trade | 605567 | 605567 | 67809 | 3181283 | 3181283 | 1708298 |
Largest Losing Trade | -52675 | -52675 | -34129 | -1583143 | -520868 | -1583143 |
Avg Bars in Trades | 59 | 51 | 66 | 59 | 51 | 66 |
Avg Bars in Winners | 92 | 69 | 113 | 92 | 69 | 113 |
Avg Bars in Losers | 30 | 38 | 21 | 30 | 38 | 21 |
Bars Traded | 5086 | 2231 | 2855 | 5086 | 2231 | 2855 |
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 | 369372 | 350058 | -316992 | 231493 | 260624 | -530889 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 170 } }, "second_band": { "type": "linreg", "factors": { "length": 76, "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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