Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 185249.4978 | 303085.4617 | -117835.9639 | -71283.1366 | 123464.0177 | -194747.1543 |
Total P&L (%) | 185.2495 | 303.0855 | -117.836 | -71.2831 | 123.464 | -194.7472 |
Avg Daily Profit (%) | 0.1312 | 0.2147 | -0.0835 | -0.0883 | 0.057 | 0 |
Buy And Hold Return (%) | 57.0806 | 57.0806 | 57.0806 | 57.0806 | 57.0806 | 57.0806 |
Max Trade Drawdown | -206930 | -140742 | -179712 | -208174 | -71491 | -256973 |
Profit Factor | 1.196 | 1.6753 | 0.7627 | 0.8586 | 1.7542 | 0.4277 |
Total Trades | 257 | 129 | 128 | 257 | 129 | 128 |
Winning Trades | 115 | 62 | 53 | 115 | 62 | 53 |
Losing Trades | 142 | 67 | 75 | 142 | 67 | 75 |
Profitability (%) | 44.7471 | 48.062 | 41.4063 | 44.7471 | 48.062 | 41.4063 |
Ratio Avg Win / Avg Loss | 1.4767 | 1.8104 | 1.0793 | 1.0601 | 1.8956 | 0.6052 |
Largest Winning Trade | 179208 | 179208 | 63071 | 59061 | 59061 | 39829 |
Largest Losing Trade | -42669 | -40463 | -42669 | -82759 | -17207 | -82759 |
Avg Bars in Trades | 31 | 30 | 31 | 31 | 30 | 31 |
Avg Bars in Winners | 43 | 41 | 46 | 43 | 41 | 46 |
Avg Bars in Losers | 21 | 21 | 21 | 21 | 21 | 21 |
Bars Traded | 8055 | 3988 | 4067 | 8055 | 3988 | 4067 |
Profit Streak | 489.6249 | 491.7916 | 0 | 489.6249 | 491.7916 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -25846 | 338832 | -582667 | -579225 | -119705 | -584334 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 96 } }, "second_band": { "type": "linreg", "factors": { "length": 191, "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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