Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1372320.4901 | 1375248.4836 | -2927.9935 | -546387.8266 | 677976.2172 | -1224364.0438 |
Total P&L (%) | 1372.3205 | 1375.2485 | -2.928 | -546.3878 | 677.9762 | -1224.364 |
Avg Daily Profit (%) | 0.6048 | 0.6061 | -0.0013 | 0 | 0.0905 | 0 |
Buy And Hold Return (%) | 488.8502 | 488.8502 | 488.8502 | 488.8502 | 488.8502 | 488.8502 |
Max Trade Drawdown | -144708 | -57571 | -175579 | -1759907 | -229310 | -1623608 |
Profit Factor | 3.4983 | 9.6552 | 0.9925 | 0.7638 | 2.7066 | 0.3609 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 33 | 17 | 16 | 36 | 23 | 13 |
Losing Trades | 31 | 15 | 16 | 28 | 9 | 19 |
Profitability (%) | 51.5625 | 53.125 | 50 | 56.25 | 71.875 | 40.625 |
Ratio Avg Win / Avg Loss | 3.2863 | 8.5193 | 0.9925 | 0.594 | 1.0591 | 0.5275 |
Largest Winning Trade | 1073650 | 1073650 | 48859 | 483525 | 483525 | 342489 |
Largest Losing Trade | -108506 | -36202 | -108506 | -1205438 | -144334 | -1205438 |
Avg Bars in Trades | 62 | 77 | 47 | 62 | 77 | 47 |
Avg Bars in Winners | 76 | 83 | 69 | 62 | 73 | 43 |
Avg Bars in Losers | 48 | 71 | 26 | 62 | 87 | 50 |
Bars Traded | 4012 | 2484 | 1528 | 4012 | 2484 | 1528 |
Profit Streak | 0 | 0 | 0 | 90.7584 | 90.7584 | 91.7584 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -128390 | 616772 | -580810 | -722507 | -109782 | -583897 |
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{ "first_band": { "type": "linreg", "factors": { "length": 224, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 58, "offset": 0 } } }
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{ "first_band": { "type": "linreg", "factors": { "length": 224, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 58, "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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