Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 352189.9813 | 143419.3697 | 208770.6116 | 316400.0499 | 723413.2426 | -407013.1928 |
Total P&L (%) | 352.19 | 143.4194 | 208.7706 | 316.4001 | 723.4132 | -407.0132 |
Avg Daily Profit (%) | 0.3451 | 0.1405 | 0.2045 | 0.1399 | 0.2068 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131294 | -113911 | -84707 | -3445686 | -1753053 | -3154829 |
Profit Factor | 1.9498 | 1.6797 | 2.3064 | 1.0483 | 1.2801 | 0.8974 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Losing Trades | 33 | 20 | 13 | 33 | 20 | 13 |
Profitability (%) | 62.069 | 54.5455 | 69.7674 | 62.069 | 54.5455 | 69.7674 |
Ratio Avg Win / Avg Loss | 1.1915 | 1.3998 | 0.9994 | 0.6406 | 1.0667 | 0.3889 |
Largest Winning Trade | 55127 | 55127 | 36614 | 608544 | 561599 | 608544 |
Largest Losing Trade | -84707 | -36612 | -84707 | -3154829 | -735501 | -3154829 |
Avg Bars in Trades | 32 | 25 | 40 | 32 | 25 | 40 |
Avg Bars in Winners | 32 | 21 | 41 | 32 | 21 | 41 |
Avg Bars in Losers | 32 | 29 | 39 | 32 | 29 | 39 |
Bars Traded | 2858 | 1106 | 1752 | 2858 | 1106 | 1752 |
Profit Streak | 0 | 0 | 47.4178 | 0 | 0 | 47.4178 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 486999 | -2456 | 463529 | -173303 | 323398 | -577175 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 155, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 155, "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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