Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 379128.5532 | 345369.6458 | 33758.9074 | -57513.3924 | 33915.078 | -91428.4704 |
Total P&L (%) | 379.1286 | 345.3696 | 33.7589 | -57.5134 | 33.9151 | -91.4285 |
Avg Daily Profit (%) | 0.2027 | 0.1847 | 0.0181 | -0.0458 | 0.0156 | -0.1313 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113917 | -76620 | -134799 | -125280 | -18212 | -119802 |
Profit Factor | 1.7902 | 2.548 | 1.1315 | 0.7872 | 1.3665 | 0.4856 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 48.5714 | 48.5714 | 48.5714 | 48.5714 | 48.5714 | 48.5714 |
Ratio Avg Win / Avg Loss | 1.8955 | 2.6979 | 1.1981 | 0.8335 | 1.4469 | 0.5142 |
Largest Winning Trade | 247824 | 247824 | 54155 | 19294 | 19294 | 17747 |
Largest Losing Trade | -94606 | -51121 | -94606 | -110273 | -15007 | -110273 |
Avg Bars in Trades | 104 | 80 | 129 | 104 | 80 | 129 |
Avg Bars in Winners | 115 | 69 | 160 | 115 | 69 | 160 |
Avg Bars in Losers | 94 | 90 | 99 | 94 | 90 | 99 |
Bars Traded | 7325 | 2808 | 4517 | 7325 | 2808 | 4517 |
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 | -88293 | 424173 | -247952 | -680111 | -174822 | -581343 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 140, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 140, "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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