Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1245480.8327 | 1218256.5618 | 27224.2709 | 18525921.2766 | 18247017.2311 | 278904.0455 |
Total P&L (%) | 1245.4808 | 1218.2566 | 27.2243 | 18525.9213 | 18247.0172 | 278.904 |
Avg Daily Profit (%) | 0.6696 | 0.655 | 0.0146 | 0.2814 | 0.2806 | 0.0716 |
Buy And Hold Return (%) | 6747.032 | 6747.032 | 6747.032 | 6747.032 | 6747.032 | 6747.032 |
Max Trade Drawdown | -133295 | -82280 | -92825 | -7077863 | -4731290 | -8341895 |
Profit Factor | 3.4447 | 6.258 | 1.098 | 1.762 | 2.9918 | 1.0184 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 59 | 33 | 26 | 59 | 33 | 26 |
Losing Trades | 39 | 16 | 23 | 39 | 16 | 23 |
Profitability (%) | 60.2041 | 67.3469 | 53.0612 | 60.2041 | 67.3469 | 53.0612 |
Ratio Avg Win / Avg Loss | 2.277 | 3.0342 | 0.9713 | 1.1647 | 1.4506 | 0.9009 |
Largest Winning Trade | 367020 | 367020 | 64333 | 6960813 | 4822925 | 6960813 |
Largest Losing Trade | -57187 | -55764 | -57187 | -5774807 | -4731290 | -5774807 |
Avg Bars in Trades | 106 | 107 | 105 | 106 | 107 | 105 |
Avg Bars in Winners | 126 | 127 | 124 | 126 | 127 | 124 |
Avg Bars in Losers | 76 | 66 | 84 | 76 | 66 | 84 |
Bars Traded | 10435 | 5248 | 5187 | 10435 | 5248 | 5187 |
Profit Streak | 0 | 218.443 | 0 | 0 | 218.443 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145554 | -141620 | -452957 | 331568 | 491709 | -464508 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 179, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 176, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 179, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 176, "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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