Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 346984.9689 | 255264.7684 | 91720.2005 | 1097307.6023 | 788001.1988 | 309306.4035 |
Total P&L (%) | 346.985 | 255.2648 | 91.7202 | 1097.3076 | 788.0012 | 309.3064 |
Avg Daily Profit (%) | 0.6662 | 0.4901 | 0.1761 | 0.4778 | 0.4202 | 0.271 |
Buy And Hold Return (%) | 62.9387 | 62.9387 | 62.9387 | 62.9387 | 62.9387 | 62.9387 |
Max Trade Drawdown | -47928 | -53499 | -45154 | -395693 | -367238 | -225589 |
Profit Factor | 1.4905 | 1.7168 | 1.2611 | 1.2961 | 1.4003 | 1.1781 |
Total Trades | 502 | 251 | 251 | 502 | 251 | 251 |
Winning Trades | 239 | 122 | 117 | 239 | 122 | 117 |
Losing Trades | 263 | 129 | 134 | 263 | 129 | 134 |
Profitability (%) | 47.6096 | 48.6056 | 46.6135 | 47.6096 | 48.6056 | 46.6135 |
Ratio Avg Win / Avg Loss | 1.6402 | 1.8153 | 1.4444 | 1.4263 | 1.4806 | 1.3493 |
Largest Winning Trade | 97185 | 97185 | 34831 | 294765 | 294765 | 118419 |
Largest Losing Trade | -14874 | -14874 | -13789 | -127159 | -86116 | -127159 |
Avg Bars in Trades | 49 | 50 | 48 | 49 | 50 | 48 |
Avg Bars in Winners | 57 | 55 | 58 | 57 | 55 | 58 |
Avg Bars in Losers | 42 | 44 | 39 | 42 | 44 | 39 |
Bars Traded | 24781 | 12630 | 12151 | 24781 | 12630 | 12151 |
Profit Streak | 5.2943 | 9.8151 | 0 | 5.2943 | 9.8151 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 533135 | 446856 | -17373 | 443093 | 426496 | -18908 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 89, "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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