Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 378374.4496 | 371491.7628 | 6882.6868 | 167942.6878 | 492497.2039 | -324554.5161 |
Total P&L (%) | 378.3745 | 371.4918 | 6.8827 | 167.9427 | 492.4972 | -324.5545 |
Avg Daily Profit (%) | 0.2089 | 0.2051 | 0.0038 | 0.0544 | 0.0983 | 0 |
Buy And Hold Return (%) | 97.3608 | 97.3608 | 97.3608 | 97.3608 | 97.3608 | 97.3608 |
Max Trade Drawdown | -103054 | -90073 | -57574 | -813622 | -506146 | -467760 |
Profit Factor | 1.7918 | 2.4542 | 1.0309 | 1.0846 | 1.4765 | 0.6593 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Profitability (%) | 56.7164 | 48.4848 | 64.7059 | 56.7164 | 48.4848 | 64.7059 |
Ratio Avg Win / Avg Loss | 1.3674 | 2.6076 | 0.5623 | 0.8277 | 1.5687 | 0.3596 |
Largest Winning Trade | 160173 | 160173 | 61782 | 409384 | 409384 | 143967 |
Largest Losing Trade | -44079 | -31115 | -44079 | -317073 | -214893 | -317073 |
Avg Bars in Trades | 76 | 91 | 62 | 76 | 91 | 62 |
Avg Bars in Winners | 82 | 126 | 51 | 82 | 126 | 51 |
Avg Bars in Losers | 69 | 59 | 82 | 69 | 59 | 82 |
Bars Traded | 5152 | 3028 | 2124 | 5152 | 3028 | 2124 |
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 | -112467 | 336298 | -539782 | -378254 | -61386 | -578888 |
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{ "first_band": { "type": "linreg", "factors": { "length": 249, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 45, "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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