Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 683234.3153 | 518078.3353 | 165155.98 | 1280928.8632 | 431811.3831 | 849117.4801 |
Total P&L (%) | 683.2343 | 518.0783 | 165.156 | 1280.9289 | 431.8114 | 849.1175 |
Avg Daily Profit (%) | 0.3515 | 0.2665 | 0.085 | 0.1352 | 0.086 | 0.1158 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81206 | -60764 | -102277 | -746881 | -390131 | -574954 |
Profit Factor | 1.9023 | 2.5696 | 1.3867 | 1.4307 | 1.2966 | 1.5593 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 70 | 30 | 40 | 70 | 30 | 40 |
Losing Trades | 64 | 37 | 27 | 64 | 37 | 27 |
Profitability (%) | 52.2388 | 44.7761 | 59.7015 | 52.2388 | 44.7761 | 59.7015 |
Ratio Avg Win / Avg Loss | 1.7393 | 3.1692 | 0.936 | 1.3081 | 1.5991 | 1.0525 |
Largest Winning Trade | 107236 | 107236 | 55474 | 433745 | 433745 | 433074 |
Largest Losing Trade | -81206 | -28952 | -81206 | -262347 | -178803 | -262347 |
Avg Bars in Trades | 85 | 68 | 103 | 85 | 68 | 103 |
Avg Bars in Winners | 115 | 87 | 136 | 115 | 87 | 136 |
Avg Bars in Losers | 53 | 51 | 55 | 53 | 51 | 55 |
Bars Traded | 11512 | 4557 | 6954 | 11512 | 4557 | 6954 |
Profit Streak | 24.5591 | 0 | 34.7258 | 24.5591 | 0 | 34.7258 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 508798 | -105483 | -195454 | -10116 | -195945 | -151152 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 91, "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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