Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 643930.1484 | 645915.468 | -1985.3196 | 172865.6765 | 662167.0189 | -489301.3425 |
Total P&L (%) | 643.9301 | 645.9155 | -1.9853 | 172.8657 | 662.167 | -489.3013 |
Avg Daily Profit (%) | 0.3495 | 0.3506 | -0.0011 | 0.0545 | 0.1103 | 0 |
Buy And Hold Return (%) | 142.8525 | 142.8525 | 142.8525 | 142.8525 | 142.8525 | 142.8525 |
Max Trade Drawdown | -171131 | -111841 | -96157 | -1220073 | -759301 | -625264 |
Profit Factor | 1.8788 | 2.9116 | 0.995 | 1.0446 | 1.3572 | 0.7578 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 54 | 22 | 32 | 54 | 22 | 32 |
Losing Trades | 73 | 42 | 31 | 73 | 42 | 31 |
Profitability (%) | 42.5197 | 34.375 | 50.7937 | 42.5197 | 34.375 | 50.7937 |
Ratio Avg Win / Avg Loss | 2.5398 | 5.5586 | 0.9639 | 1.4122 | 2.5909 | 0.7341 |
Largest Winning Trade | 559426 | 559426 | 44396 | 1115625 | 1115625 | 219465 |
Largest Losing Trade | -35993 | -28341 | -35993 | -394020 | -394020 | -264299 |
Avg Bars in Trades | 55 | 50 | 61 | 55 | 50 | 61 |
Avg Bars in Winners | 77 | 83 | 73 | 77 | 83 | 73 |
Avg Bars in Losers | 39 | 33 | 48 | 39 | 33 | 48 |
Bars Traded | 7108 | 3236 | 3872 | 7108 | 3236 | 3872 |
Profit Streak | 0 | 0 | 52.0397 | 0 | 0 | 52.0397 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307386 | -132409 | -726791 | -394573 | -190982 | -726791 |
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{ "first_band": { "type": "midprice", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 84, "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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