Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 641468.1561 | 477791.1192 | 163677.0369 | 1855891.8328 | 864907.3983 | 990984.4344 |
Total P&L (%) | 641.4682 | 477.7911 | 163.677 | 1855.8918 | 864.9074 | 990.9844 |
Avg Daily Profit (%) | 0.3373 | 0.2512 | 0.0861 | 0.1565 | 0.1193 | 0.1257 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87267 | -63509 | -118461 | -4911688 | -2888387 | -4566754 |
Profit Factor | 2.12 | 2.9389 | 1.5016 | 1.1328 | 1.1336 | 1.1321 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 52 | 30 | 22 | 52 | 30 | 22 |
Losing Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Profitability (%) | 54.7368 | 62.5 | 46.8085 | 54.7368 | 62.5 | 46.8085 |
Ratio Avg Win / Avg Loss | 1.7531 | 1.7634 | 1.7064 | 0.9367 | 0.6802 | 1.2865 |
Largest Winning Trade | 202360 | 202360 | 77427 | 2371393 | 1661366 | 2371393 |
Largest Losing Trade | -52814 | -38849 | -52814 | -3549623 | -1599136 | -3549623 |
Avg Bars in Trades | 77 | 47 | 108 | 77 | 47 | 108 |
Avg Bars in Winners | 82 | 41 | 137 | 82 | 41 | 137 |
Avg Bars in Losers | 72 | 56 | 83 | 72 | 56 | 83 |
Bars Traded | 7367 | 2263 | 5104 | 7367 | 2263 | 5104 |
Profit Streak | 0 | 0 | 576.434 | 0 | 0 | 576.434 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 507960 | 553679 | -76215 | -67574 | -106910 | -100534 |
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{ "first_band": { "type": "midprice", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 163, "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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