Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1497153.3981 | 1496818.0496 | 335.3485 | 10652016.3068 | 12455298.1531 | -1803281.8463 |
Total P&L (%) | 1497.1534 | 1496.8181 | 0.3353 | 10652.0163 | 12455.2982 | -1803.2818 |
Avg Daily Profit (%) | 0.8072 | 0.807 | 0.0002 | 0.2525 | 0.2609 | 0 |
Buy And Hold Return (%) | 7265.573 | 7265.573 | 7265.573 | 7265.573 | 7265.573 | 7265.573 |
Max Trade Drawdown | -116858 | -57104 | -108986 | -3412624 | -1823097 | -4225424 |
Profit Factor | 4.4406 | 8.7408 | 1.0014 | 2.0402 | 4.242 | 0.7182 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Losing Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Profitability (%) | 56.25 | 62.5 | 50 | 56.25 | 62.5 | 50 |
Ratio Avg Win / Avg Loss | 3.4538 | 5.2445 | 1.0014 | 1.5868 | 2.5452 | 0.7182 |
Largest Winning Trade | 752213 | 752213 | 62997 | 5453063 | 5453063 | 2183497 |
Largest Losing Trade | -57104 | -57104 | -38895 | -1854931 | -1823097 | -1854931 |
Avg Bars in Trades | 108 | 107 | 109 | 108 | 107 | 109 |
Avg Bars in Winners | 147 | 140 | 155 | 147 | 140 | 155 |
Avg Bars in Losers | 58 | 52 | 62 | 58 | 52 | 62 |
Bars Traded | 6933 | 3437 | 3496 | 6933 | 3437 | 3496 |
Profit Streak | 0 | 214.9433 | 0 | 0 | 214.9433 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -287910 | -141514 | -577376 | -151095 | 344398 | -580810 |
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{ "first_band": { "type": "midprice", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 99, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 99, "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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