Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -496327.4855 | 26548.1212 | -522875.6067 | 695305.3504 | -1174290.7708 | 1869596.1211 |
Total P&L (%) | -496.3275 | 26.5481 | -522.8756 | 695.3054 | -1174.2908 | 1869.5961 |
Avg Daily Profit (%) | -0.2552 | 0.0137 | -0.2689 | 0.1067 | 0 | 0.1534 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -614438 | -126763 | -670701 | -1213337 | -1305259 | -874435 |
Profit Factor | 0.5629 | 1.1114 | 0.4172 | 1.1721 | 0.4888 | 2.073 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 35 | 17 | 18 | 31 | 13 | 18 |
Losing Trades | 25 | 13 | 12 | 29 | 17 | 12 |
Profitability (%) | 58.3333 | 56.6667 | 60 | 51.6667 | 43.3333 | 60 |
Ratio Avg Win / Avg Loss | 0.4021 | 0.8499 | 0.2781 | 1.0965 | 0.6392 | 1.382 |
Largest Winning Trade | 54311 | 44758 | 54311 | 1233448 | 256752 | 1233448 |
Largest Losing Trade | -574733 | -34343 | -574733 | -523155 | -450597 | -523155 |
Avg Bars in Trades | 90 | 49 | 130 | 90 | 49 | 130 |
Avg Bars in Winners | 82 | 33 | 128 | 96 | 35 | 140 |
Avg Bars in Losers | 101 | 72 | 133 | 83 | 61 | 116 |
Bars Traded | 5413 | 1498 | 3915 | 5413 | 1498 | 3915 |
Profit Streak | 0 | 0 | 69.5441 | 0 | 0 | 69.5441 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -753197 | -276878 | -578970 | -254618 | -583418 | 441948 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 183, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 183, "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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