Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1504223.8798 | 1290935.8646 | 213288.0152 | 8259188.6745 | 5301888.5429 | 2957300.1316 |
Total P&L (%) | 1504.2239 | 1290.9359 | 213.288 | 8259.1887 | 5301.8885 | 2957.3001 |
Avg Daily Profit (%) | 0.63 | 0.5406 | 0.0893 | 0.1855 | 0.1672 | 0.1433 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120377 | -92461 | -62825 | -33917205 | -25329009 | -18938199 |
Profit Factor | 2.7946 | 3.8834 | 1.5462 | 1.0754 | 1.0913 | 1.0575 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Losing Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Profitability (%) | 48.4615 | 47.6923 | 49.2308 | 48.4615 | 47.6923 | 49.2308 |
Ratio Avg Win / Avg Loss | 2.9721 | 4.2593 | 1.5946 | 1.1437 | 1.1969 | 1.0906 |
Largest Winning Trade | 850484 | 850484 | 68283 | 15327201 | 15327201 | 8382944 |
Largest Losing Trade | -41984 | -41984 | -34683 | -7777140 | -7777140 | -6273954 |
Avg Bars in Trades | 107 | 81 | 133 | 107 | 81 | 133 |
Avg Bars in Winners | 163 | 120 | 205 | 163 | 120 | 205 |
Avg Bars in Losers | 54 | 46 | 63 | 54 | 46 | 63 |
Bars Traded | 13984 | 5304 | 8680 | 13984 | 5304 | 8680 |
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 | 604533 | -114652 | -202988 | -129882 | -244886 | -290527 |
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{ "first_band": { "type": "midprice", "factors": { "length": 176, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 89, "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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