Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 515554.6957 | 414478.8826 | 101075.813 | 748149.0571 | 185063.7501 | 563085.307 |
Total P&L (%) | 515.5547 | 414.4789 | 101.0758 | 748.1491 | 185.0638 | 563.0853 |
Avg Daily Profit (%) | 0.2788 | 0.2242 | 0.0547 | 0.1157 | 0.0567 | 0.1024 |
Buy And Hold Return (%) | 32.4266 | 32.4266 | 32.4266 | 32.4266 | 32.4266 | 32.4266 |
Max Trade Drawdown | -139616 | -75106 | -92450 | -2194055 | -1449892 | -1257688 |
Profit Factor | 1.9079 | 2.4296 | 1.3637 | 1.153 | 1.0696 | 1.2521 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 61.6162 | 62 | 61.2245 | 61.6162 | 62 | 61.2245 |
Ratio Avg Win / Avg Loss | 1.1885 | 1.4891 | 0.8636 | 0.7182 | 0.6556 | 0.793 |
Largest Winning Trade | 160867 | 160867 | 54471 | 614110 | 521795 | 614110 |
Largest Losing Trade | -59903 | -49601 | -59903 | -625625 | -625625 | -543247 |
Avg Bars in Trades | 53 | 38 | 67 | 53 | 38 | 67 |
Avg Bars in Winners | 50 | 27 | 75 | 50 | 27 | 75 |
Avg Bars in Losers | 56 | 57 | 55 | 56 | 57 | 55 |
Bars Traded | 5248 | 1930 | 3317 | 5248 | 1930 | 3317 |
Profit Streak | 0 | 0 | 63.7224 | 0 | 0 | 63.7224 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 467722 | -167154 | -122010 | -90303 | -442189 | -55669 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 154, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 154, "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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