Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 403578.952 | 315507.5103 | 88071.4418 | 69930.6808 | 31553.0785 | 38377.6023 |
Total P&L (%) | 403.579 | 315.5075 | 88.0714 | 69.9307 | 31.5531 | 38.3776 |
Avg Daily Profit (%) | 0.2122 | 0.1659 | 0.0463 | 0.0279 | 0.0144 | 0.0171 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91432 | -81641 | -121858 | -210040 | -196752 | -178746 |
Profit Factor | 1.7081 | 1.9329 | 1.3801 | 1.0614 | 1.0455 | 1.0861 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 46.7742 | 45.1613 | 48.3871 | 46.7742 | 45.1613 | 48.3871 |
Ratio Avg Win / Avg Loss | 1.9437 | 2.3471 | 1.4721 | 1.2078 | 1.2695 | 1.1585 |
Largest Winning Trade | 156092 | 156092 | 49026 | 128876 | 128876 | 94119 |
Largest Losing Trade | -57427 | -57427 | -44376 | -131061 | -131061 | -112736 |
Avg Bars in Trades | 115 | 121 | 109 | 115 | 121 | 109 |
Avg Bars in Winners | 154 | 162 | 148 | 154 | 162 | 148 |
Avg Bars in Losers | 80 | 87 | 72 | 80 | 87 | 72 |
Bars Traded | 7138 | 3755 | 3383 | 7138 | 3755 | 3383 |
Profit Streak | 0 | 0 | 581.9861 | 0 | 0 | 581.9861 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148792 | 326825 | -130576 | -468406 | -348961 | -298319 |
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{ "first_band": { "type": "linreg", "factors": { "length": 146, "offset": 125 } }, "second_band": { "type": "midprice", "factors": { "length": 93, "offset": 17 } } }
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{ "first_band": { "type": "linreg", "factors": { "length": 146, "offset": 125 } }, "second_band": { "type": "midprice", "factors": { "length": 93, "offset": 17 } } }
# | 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) |
---|