Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1687559.0251 | 1664151.6033 | 23407.4218 | 20195779.6394 | 31493796.4445 | -11298016.8052 |
Total P&L (%) | 1687.559 | 1664.1516 | 23.4074 | 20195.7796 | 31493.7964 | -11298.0168 |
Avg Daily Profit (%) | 0.9024 | 0.8899 | 0.0125 | 0.2845 | 0.3083 | 0 |
Buy And Hold Return (%) | 8370.3798 | 8370.3798 | 8370.3798 | 8370.3798 | 8370.3798 | 8370.3798 |
Max Trade Drawdown | -76611 | -66514 | -91133 | -15069167 | -4403638 | -18216399 |
Profit Factor | 5.0779 | 10.4352 | 1.0986 | 1.499 | 3.0489 | 0.5499 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Losing Trades | 27 | 11 | 16 | 27 | 11 | 16 |
Profitability (%) | 55 | 63.3333 | 46.6667 | 55 | 63.3333 | 46.6667 |
Ratio Avg Win / Avg Loss | 4.1546 | 6.0415 | 1.2555 | 1.2264 | 1.7651 | 0.6285 |
Largest Winning Trade | 884258 | 884258 | 64759 | 19235362 | 19235362 | 4994280 |
Largest Losing Trade | -47939 | -47939 | -32852 | -5825150 | -4397875 | -5825150 |
Avg Bars in Trades | 86 | 86 | 87 | 86 | 86 | 87 |
Avg Bars in Winners | 104 | 104 | 104 | 104 | 104 | 104 |
Avg Bars in Losers | 65 | 53 | 73 | 65 | 53 | 73 |
Bars Traded | 5214 | 2581 | 2633 | 5214 | 2581 | 2633 |
Profit Streak | 40.6632 | 0 | 41.9966 | 40.6632 | 0 | 41.9966 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -316973 | -142324 | -454782 | -166380 | 505257 | -581571 |
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{ "first_band": { "type": "midprice", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 94, "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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