Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 197808.3008 | 300883.3265 | -103075.0257 | -88610.165 | -24728.0009 | -63882.1641 |
Total P&L (%) | 197.8083 | 300.8833 | -103.075 | -88.6102 | -24.728 | -63.8822 |
Avg Daily Profit (%) | 0.1 | 0.1522 | -0.0521 | -0.1098 | -0.0144 | -0.0515 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -196920 | -158671 | -193674 | -95038 | -71471 | -72455 |
Profit Factor | 1.2797 | 1.878 | 0.7173 | 0.7034 | 0.8625 | 0.4628 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Profitability (%) | 43.038 | 46.1538 | 40 | 43.038 | 46.1538 | 40 |
Ratio Avg Win / Avg Loss | 1.6937 | 2.191 | 1.076 | 0.931 | 1.0063 | 0.6941 |
Largest Winning Trade | 148038 | 148038 | 59025 | 47607 | 47607 | 10940 |
Largest Losing Trade | -70565 | -69554 | -70565 | -42344 | -42344 | -33687 |
Avg Bars in Trades | 46 | 61 | 32 | 46 | 61 | 32 |
Avg Bars in Winners | 47 | 56 | 36 | 47 | 56 | 36 |
Avg Bars in Losers | 46 | 65 | 30 | 46 | 65 | 30 |
Bars Traded | 3697 | 2386 | 1311 | 3697 | 2386 | 1311 |
Profit Streak | 577.4019 | 604.4019 | 577.4019 | 577.4019 | 604.4019 | 577.4019 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -91389 | 355863 | -582388 | -613804 | -580003 | -584055 |
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{ "first_band": { "type": "linreg", "factors": { "length": 179, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 56, "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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