Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 568500.0841 | 463601.8654 | 104898.2187 | 2606739.5413 | 2221315.8822 | 385423.6591 |
Total P&L (%) | 568.5001 | 463.6019 | 104.8982 | 2606.7395 | 2221.3159 | 385.4237 |
Avg Daily Profit (%) | 0.3307 | 0.2697 | 0.061 | 0.1921 | 0.1831 | 0.0919 |
Buy And Hold Return (%) | 134.1194 | 134.1194 | 134.1194 | 134.1194 | 134.1194 | 134.1194 |
Max Trade Drawdown | -44003 | -38335 | -61264 | -575459 | -521186 | -548316 |
Profit Factor | 2.084 | 3.1616 | 1.3384 | 1.4787 | 1.8692 | 1.1334 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 61 | 32 | 29 | 61 | 32 | 29 |
Losing Trades | 72 | 35 | 37 | 72 | 35 | 37 |
Profitability (%) | 45.8647 | 47.7612 | 43.9394 | 45.8647 | 47.7612 | 43.9394 |
Ratio Avg Win / Avg Loss | 2.4598 | 3.458 | 1.7076 | 1.7453 | 2.0444 | 1.446 |
Largest Winning Trade | 175613 | 175613 | 61875 | 1320739 | 1320739 | 364265 |
Largest Losing Trade | -27578 | -14265 | -27578 | -373824 | -241846 | -373824 |
Avg Bars in Trades | 37 | 40 | 35 | 37 | 40 | 35 |
Avg Bars in Winners | 55 | 54 | 57 | 55 | 54 | 57 |
Avg Bars in Losers | 22 | 27 | 17 | 22 | 27 | 17 |
Bars Traded | 5007 | 2697 | 2310 | 5007 | 2697 | 2310 |
Profit Streak | 31.6763 | 44.0096 | 0 | 31.6763 | 44.0096 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 374106 | -105721 | -402605 | 343490 | -105833 | -274066 |
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{ "first_band": { "type": "linreg", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 7, "offset": 0 } } }
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{ "first_band": { "type": "linreg", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 7, "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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