Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 299755.0245 | 220387.7377 | 79367.2869 | 751365.0615 | 496246.1471 | 255118.9144 |
Total P&L (%) | 299.755 | 220.3877 | 79.3673 | 751.3651 | 496.2461 | 255.1189 |
Avg Daily Profit (%) | 0.5755 | 0.4231 | 0.1524 | 0.4121 | 0.3434 | 0.2436 |
Buy And Hold Return (%) | 63.2489 | 63.2489 | 63.2489 | 63.2489 | 63.2489 | 63.2489 |
Max Trade Drawdown | -42877 | -47855 | -33396 | -332059 | -306206 | -246934 |
Profit Factor | 1.5298 | 1.7122 | 1.3096 | 1.28 | 1.3348 | 1.2124 |
Total Trades | 324 | 162 | 162 | 324 | 162 | 162 |
Winning Trades | 145 | 68 | 77 | 145 | 68 | 77 |
Losing Trades | 179 | 94 | 85 | 179 | 94 | 85 |
Profitability (%) | 44.7531 | 41.9753 | 47.5309 | 44.7531 | 41.9753 | 47.5309 |
Ratio Avg Win / Avg Loss | 1.8885 | 2.3669 | 1.4457 | 1.5801 | 1.8452 | 1.3383 |
Largest Winning Trade | 89947 | 89947 | 25066 | 210548 | 210548 | 94079 |
Largest Losing Trade | -11571 | -11571 | -10479 | -97565 | -97565 | -94431 |
Avg Bars in Trades | 76 | 77 | 75 | 76 | 77 | 75 |
Avg Bars in Winners | 91 | 94 | 88 | 91 | 94 | 88 |
Avg Bars in Losers | 63 | 64 | 62 | 63 | 64 | 62 |
Bars Traded | 24706 | 12533 | 12173 | 24706 | 12533 | 12173 |
Profit Streak | 0 | 0 | 13.8527 | 0 | 0 | 13.8527 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 394201 | 241068 | -79296 | 360282 | 246895 | 186861 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 115, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 115, "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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