Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 460596.9681 | 462011.433 | -1414.4649 | 82239.4892 | 388187.7288 | -305948.2396 |
Total P&L (%) | 460.597 | 462.0114 | -1.4145 | 82.2395 | 388.1877 | -305.9482 |
Avg Daily Profit (%) | 0.2847 | 0.2855 | -0.0009 | 0.0371 | 0.098 | 0 |
Buy And Hold Return (%) | 24.971 | 24.971 | 24.971 | 24.971 | 24.971 | 24.971 |
Max Trade Drawdown | -149334 | -172769 | -152322 | -732025 | -399867 | -752837 |
Profit Factor | 1.3296 | 1.6775 | 0.998 | 1.0235 | 1.2381 | 0.8359 |
Total Trades | 340 | 170 | 170 | 340 | 170 | 170 |
Winning Trades | 176 | 87 | 89 | 176 | 87 | 89 |
Losing Trades | 164 | 83 | 81 | 164 | 83 | 81 |
Profitability (%) | 51.7647 | 51.1765 | 52.3529 | 51.7647 | 51.1765 | 52.3529 |
Ratio Avg Win / Avg Loss | 1.239 | 1.6003 | 0.9083 | 0.9537 | 1.1811 | 0.7608 |
Largest Winning Trade | 94618 | 94618 | 67515 | 390152 | 390152 | 145354 |
Largest Losing Trade | -50230 | -47428 | -50230 | -392972 | -194231 | -392972 |
Avg Bars in Trades | 56 | 50 | 61 | 56 | 50 | 61 |
Avg Bars in Winners | 60 | 56 | 65 | 60 | 56 | 65 |
Avg Bars in Losers | 51 | 44 | 58 | 51 | 44 | 58 |
Bars Traded | 19129 | 8602 | 10527 | 19129 | 8602 | 10527 |
Profit Streak | 0 | 0 | 499.7129 | 0 | 0 | 499.7129 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 382187 | 432627 | -579553 | -340498 | -61892 | -579553 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 135, "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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