Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 639605.6461 | 626791.1074 | 12814.5387 | 404373.2621 | 1130958.9446 | -726585.6826 |
Total P&L (%) | 639.6056 | 626.7911 | 12.8145 | 404.3733 | 1130.9589 | -726.5857 |
Avg Daily Profit (%) | 0.2549 | 0.2498 | 0.0051 | 0.0645 | 0.1001 | 0 |
Buy And Hold Return (%) | 234.0169 | 234.0169 | 234.0169 | 234.0169 | 234.0169 | 234.0169 |
Max Trade Drawdown | -195298 | -130738 | -136011 | -4667057 | -3867508 | -1974736 |
Profit Factor | 1.8236 | 2.7301 | 1.0309 | 1.0335 | 1.1682 | 0.8638 |
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 | 1.9394 | 2.9943 | 1.0631 | 1.0992 | 1.2813 | 0.8908 |
Largest Winning Trade | 247788 | 247788 | 45515 | 3545309 | 3545309 | 873808 |
Largest Losing Trade | -46889 | -45031 | -46889 | -2228166 | -2228166 | -1042526 |
Avg Bars in Trades | 56 | 47 | 66 | 56 | 47 | 66 |
Avg Bars in Winners | 79 | 59 | 98 | 79 | 59 | 98 |
Avg Bars in Losers | 35 | 35 | 35 | 35 | 35 | 35 |
Bars Traded | 7389 | 3071 | 4318 | 7389 | 3071 | 4318 |
Profit Streak | 47.3562 | 47.3562 | 51.6895 | 47.3562 | 47.3562 | 51.6895 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336724 | -121742 | -669694 | -298400 | -227901 | -712193 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 47, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 47, "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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