Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 492971.2533 | 465545.244 | 27426.0094 | 621016.6649 | 601384.6016 | 19632.0633 |
Total P&L (%) | 492.9713 | 465.5452 | 27.426 | 621.0167 | 601.3846 | 19.6321 |
Avg Daily Profit (%) | 0.349 | 0.3296 | 0.0194 | 0.14 | 0.138 | 0.0127 |
Buy And Hold Return (%) | 83.8739 | 83.8739 | 83.8739 | 83.8739 | 83.8739 | 83.8739 |
Max Trade Drawdown | -73415 | -73366 | -53136 | -360601 | -292630 | -210958 |
Profit Factor | 2.0747 | 2.8147 | 1.1357 | 1.416 | 1.6634 | 1.0335 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 49.3151 | 48.6486 | 50 | 49.3151 | 48.6486 | 50 |
Ratio Avg Win / Avg Loss | 2.1324 | 2.971 | 1.1357 | 1.4553 | 1.7558 | 1.0335 |
Largest Winning Trade | 185310 | 185310 | 56135 | 379969 | 379969 | 120251 |
Largest Losing Trade | -38045 | -38045 | -33905 | -156726 | -135243 | -156726 |
Avg Bars in Trades | 36 | 33 | 39 | 36 | 33 | 39 |
Avg Bars in Winners | 48 | 46 | 51 | 48 | 46 | 51 |
Avg Bars in Losers | 24 | 21 | 28 | 24 | 21 | 28 |
Bars Traded | 2668 | 1241 | 1427 | 2668 | 1241 | 1427 |
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 | -64453 | 454129 | -403980 | -81532 | -5760 | -525360 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 57, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 47, "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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