Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1611254.1703 | 1526314.7035 | 84939.4667 | 9583073.4304 | 11555214.1205 | -1972140.6901 |
Total P&L (%) | 1611.2542 | 1526.3147 | 84.9395 | 9583.0734 | 11555.2141 | -1972.1407 |
Avg Daily Profit (%) | 0.8858 | 0.8391 | 0.0467 | 0.2517 | 0.2619 | 0 |
Buy And Hold Return (%) | 857.2057 | 857.2057 | 857.2057 | 857.2057 | 857.2057 | 857.2057 |
Max Trade Drawdown | -88997 | -62793 | -63233 | -18326515 | -14113909 | -7019937 |
Profit Factor | 4.6165 | 8.6286 | 1.3461 | 1.2019 | 1.4651 | 0.9128 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 44.2623 | 43.3333 | 45.1613 | 44.2623 | 43.3333 | 45.1613 |
Ratio Avg Win / Avg Loss | 5.8134 | 11.2836 | 1.6345 | 1.5135 | 1.9159 | 1.1084 |
Largest Winning Trade | 743930 | 743930 | 70455 | 17571547 | 17571547 | 6421285 |
Largest Losing Trade | -38083 | -27942 | -38083 | -7826465 | -7826465 | -2899911 |
Avg Bars in Trades | 56 | 61 | 52 | 56 | 61 | 52 |
Avg Bars in Winners | 80 | 87 | 74 | 80 | 87 | 74 |
Avg Bars in Losers | 37 | 40 | 33 | 37 | 40 | 33 |
Bars Traded | 3444 | 1830 | 1614 | 3444 | 1830 | 1614 |
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 | -155168 | 386508 | -296768 | -159155 | 292704 | -581033 |
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{ "first_band": { "type": "linreg", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 9, "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) |
---|