Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 384242.9364 | 504695.8773 | -120452.9409 | -109367.9354 | -96246.4422 | -13121.4931 |
Total P&L (%) | 384.2429 | 504.6959 | -120.4529 | -109.3679 | -96.2464 | -13.1215 |
Avg Daily Profit (%) | 0.207 | 0.2719 | -0.0649 | 0 | -0.1767 | -0.0076 |
Buy And Hold Return (%) | 200.8736 | 200.8736 | 200.8736 | 200.8736 | 200.8736 | 200.8736 |
Max Trade Drawdown | -199470 | -108231 | -284304 | -262817 | -171394 | -149575 |
Profit Factor | 1.2046 | 1.6573 | 0.8915 | 0.8206 | 0.6788 | 0.9577 |
Total Trades | 433 | 217 | 216 | 433 | 217 | 216 |
Winning Trades | 241 | 123 | 118 | 192 | 94 | 98 |
Losing Trades | 192 | 94 | 98 | 241 | 123 | 118 |
Profitability (%) | 55.6582 | 56.682 | 54.6296 | 44.3418 | 43.318 | 45.3704 |
Ratio Avg Win / Avg Loss | 0.9597 | 1.2666 | 0.7404 | 1.03 | 0.8882 | 1.1531 |
Largest Winning Trade | 101819 | 101819 | 37877 | 63732 | 33091 | 63732 |
Largest Losing Trade | -122802 | -48290 | -122802 | -134757 | -39497 | -134757 |
Avg Bars in Trades | 50 | 45 | 54 | 50 | 45 | 54 |
Avg Bars in Winners | 44 | 36 | 52 | 57 | 57 | 56 |
Avg Bars in Losers | 58 | 58 | 58 | 44 | 36 | 53 |
Bars Traded | 21819 | 9949 | 11870 | 21819 | 9949 | 11870 |
Profit Streak | 0 | 0 | 0 | 35.411 | 35.411 | 35.661 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 37513 | 308967 | -579602 | -578057 | -582253 | -579793 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 54, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 225, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 54, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 225, "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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