Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 672321.2004 | 550153.3329 | 122167.8676 | -389214.4995 | 37666.514 | -426881.0135 |
Total P&L (%) | 672.3212 | 550.1533 | 122.1679 | -389.2145 | 37.6665 | -426.881 |
Avg Daily Profit (%) | 0.3484 | 0.2851 | 0.0633 | 0 | 0.0166 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135818 | -67771 | -152793 | -987538 | -336552 | -702169 |
Profit Factor | 1.613 | 2.2912 | 1.1822 | 0.851 | 1.0353 | 0.724 |
Total Trades | 249 | 125 | 124 | 249 | 125 | 124 |
Winning Trades | 139 | 68 | 71 | 120 | 63 | 57 |
Losing Trades | 110 | 57 | 53 | 129 | 62 | 67 |
Profitability (%) | 55.8233 | 54.4 | 57.2581 | 48.1928 | 50.4 | 45.9677 |
Ratio Avg Win / Avg Loss | 1.2765 | 1.9206 | 0.8825 | 0.9148 | 1.0189 | 0.851 |
Largest Winning Trade | 161192 | 161192 | 51029 | 139521 | 110772 | 139521 |
Largest Losing Trade | -105082 | -21430 | -105082 | -222847 | -139915 | -222847 |
Avg Bars in Trades | 91 | 65 | 117 | 91 | 65 | 117 |
Avg Bars in Winners | 87 | 53 | 119 | 90 | 67 | 115 |
Avg Bars in Losers | 96 | 80 | 114 | 92 | 63 | 118 |
Bars Traded | 22777 | 8199 | 14578 | 22777 | 8199 | 14578 |
Profit Streak | 0 | 0 | 0 | 8.8338 | 8.8338 | 10.7505 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 479020 | 485110 | -129492 | -579059 | -354293 | -581475 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 151, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 249, "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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