Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 169375.155 | 243699.8383 | -74324.6833 | -76770.6871 | -15147.7581 | -61622.929 |
Total P&L (%) | 169.3752 | 243.6998 | -74.3247 | -76.7707 | -15.1478 | -61.6229 |
Avg Daily Profit (%) | 0.12 | 0.1726 | -0.0526 | -0.1033 | -0.0116 | -0.0678 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -209750 | -155933 | -139362 | -213075 | -152780 | -93181 |
Profit Factor | 1.1219 | 1.3529 | 0.8937 | 0.9024 | 0.9649 | 0.8268 |
Total Trades | 341 | 171 | 170 | 341 | 171 | 170 |
Winning Trades | 169 | 81 | 88 | 169 | 81 | 88 |
Losing Trades | 172 | 90 | 82 | 172 | 90 | 82 |
Profitability (%) | 49.5601 | 47.3684 | 51.7647 | 49.5601 | 47.3684 | 51.7647 |
Ratio Avg Win / Avg Loss | 1.1418 | 1.5032 | 0.8328 | 0.9185 | 1.0721 | 0.7704 |
Largest Winning Trade | 129761 | 129761 | 50095 | 122478 | 122478 | 26555 |
Largest Losing Trade | -41182 | -41182 | -35373 | -31090 | -31090 | -20790 |
Avg Bars in Trades | 24 | 23 | 26 | 24 | 23 | 26 |
Avg Bars in Winners | 25 | 23 | 27 | 25 | 23 | 27 |
Avg Bars in Losers | 23 | 23 | 24 | 23 | 23 | 24 |
Bars Traded | 8392 | 3964 | 4428 | 8392 | 3964 | 4428 |
Profit Streak | 0 | 0 | 505.0091 | 0 | 0 | 505.0091 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -117421 | 305997 | -578976 | -578888 | -579516 | -578976 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 37, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 64, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 37, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 64, "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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