Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1242265.3368 | 1211516.1233 | 30749.2135 | 2068782.7558 | 2792173.0564 | -723390.3007 |
Total P&L (%) | 1242.2653 | 1211.5161 | 30.7492 | 2068.7828 | 2792.1731 | -723.3903 |
Avg Daily Profit (%) | 0.6856 | 0.6686 | 0.017 | 0.1699 | 0.1859 | 0 |
Buy And Hold Return (%) | 464.0371 | 464.0371 | 464.0371 | 464.0371 | 464.0371 | 464.0371 |
Max Trade Drawdown | -114887 | -78945 | -72014 | -2749133 | -1497706 | -1448057 |
Profit Factor | 3.15 | 5.6855 | 1.0963 | 1.2065 | 1.628 | 0.8702 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 32 | 13 | 19 | 32 | 13 | 19 |
Losing Trades | 62 | 34 | 28 | 62 | 34 | 28 |
Profitability (%) | 34.0426 | 27.6596 | 40.4255 | 34.0426 | 27.6596 | 40.4255 |
Ratio Avg Win / Avg Loss | 6.1032 | 14.8697 | 1.6156 | 2.3375 | 4.2579 | 1.2825 |
Largest Winning Trade | 676406 | 676406 | 75579 | 2421841 | 2421841 | 1254137 |
Largest Losing Trade | -27098 | -22033 | -27098 | -658934 | -658934 | -562851 |
Avg Bars in Trades | 56 | 48 | 63 | 56 | 48 | 63 |
Avg Bars in Winners | 117 | 114 | 119 | 117 | 114 | 119 |
Avg Bars in Losers | 24 | 23 | 25 | 24 | 23 | 25 |
Bars Traded | 5289 | 2293 | 2996 | 5289 | 2293 | 2996 |
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 | 318757 | -1128 | -453057 | 22829 | -7667 | -582753 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 23, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 23, "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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