Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1158876.364 | 1138292.0348 | 20584.3293 | 2010044.2109 | 3077622.44 | -1067578.229 |
Total P&L (%) | 1158.8764 | 1138.292 | 20.5843 | 2010.0442 | 3077.6224 | -1067.5782 |
Avg Daily Profit (%) | 0.6279 | 0.6167 | 0.0112 | 0.1654 | 0.1876 | 0 |
Buy And Hold Return (%) | 529.7446 | 529.7446 | 529.7446 | 529.7446 | 529.7446 | 529.7446 |
Max Trade Drawdown | -119295 | -69366 | -85814 | -3818751 | -1865660 | -2286347 |
Profit Factor | 3.1353 | 5.608 | 1.0696 | 1.1834 | 1.6364 | 0.8257 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Profitability (%) | 37.0787 | 35.5556 | 38.6364 | 37.0787 | 35.5556 | 38.6364 |
Ratio Avg Win / Avg Loss | 5.3205 | 10.1644 | 1.6988 | 2.0082 | 2.966 | 1.3113 |
Largest Winning Trade | 612768 | 612768 | 73612 | 2396794 | 2396794 | 1796449 |
Largest Losing Trade | -34916 | -24625 | -34916 | -959071 | -959071 | -797496 |
Avg Bars in Trades | 120 | 103 | 137 | 120 | 103 | 137 |
Avg Bars in Winners | 234 | 198 | 267 | 234 | 198 | 267 |
Avg Bars in Losers | 53 | 50 | 55 | 53 | 50 | 55 |
Bars Traded | 10704 | 4645 | 6059 | 10704 | 4645 | 6059 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 261380 | 302109 | -490914 | -17114 | 168668 | -583472 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 50, "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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