Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 315736.0416 | 163988.9733 | 151747.0683 | 144266.6554 | -234871.0636 | 379137.719 |
Total P&L (%) | 315.736 | 163.989 | 151.7471 | 144.2667 | -234.8711 | 379.1377 |
Avg Daily Profit (%) | 0.174 | 0.0904 | 0.0836 | 0.0492 | 0 | 0.0864 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161019 | -128449 | -93976 | -843027 | -650393 | -336738 |
Profit Factor | 1.4359 | 1.5071 | 1.3784 | 1.0581 | 0.8065 | 1.2985 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 76 | 39 | 37 | 76 | 39 | 37 |
Losing Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Profitability (%) | 57.1429 | 58.209 | 56.0606 | 57.1429 | 58.209 | 56.0606 |
Ratio Avg Win / Avg Loss | 1.0769 | 1.082 | 1.0804 | 0.7936 | 0.579 | 1.0178 |
Largest Winning Trade | 70264 | 62271 | 70264 | 276703 | 174308 | 276703 |
Largest Losing Trade | -49743 | -30820 | -49743 | -280604 | -156058 | -280604 |
Avg Bars in Trades | 26 | 16 | 37 | 26 | 16 | 37 |
Avg Bars in Winners | 25 | 16 | 35 | 25 | 16 | 35 |
Avg Bars in Losers | 27 | 16 | 38 | 27 | 16 | 38 |
Bars Traded | 3551 | 1100 | 2451 | 3551 | 1100 | 2451 |
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 | 355271 | -186325 | -204162 | -283924 | -696116 | -200975 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 36, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 57, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 36, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 57, "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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