Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 216071.1609 | 39402.3013 | 176668.8596 | 164289.5383 | 66651.2868 | 97638.2514 |
Total P&L (%) | 216.0712 | 39.4023 | 176.6689 | 164.2895 | 66.6513 | 97.6383 |
Avg Daily Profit (%) | 0.2103 | 0.0383 | 0.1719 | 0.0946 | 0.0497 | 0.0663 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79602 | -47060 | -69740 | -670938 | -81848 | -633974 |
Profit Factor | 1.7169 | 1.2403 | 2.2856 | 1.1649 | 1.2379 | 1.1363 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Losing Trades | 26 | 17 | 9 | 26 | 17 | 9 |
Profitability (%) | 62.3188 | 51.4286 | 73.5294 | 62.3188 | 51.4286 | 73.5294 |
Ratio Avg Win / Avg Loss | 1.0381 | 1.1714 | 0.8228 | 0.7044 | 1.1692 | 0.4091 |
Largest Winning Trade | 40208 | 40208 | 34422 | 232490 | 127743 | 232490 |
Largest Losing Trade | -69740 | -27051 | -69740 | -633974 | -46748 | -633974 |
Avg Bars in Trades | 41 | 30 | 53 | 41 | 30 | 53 |
Avg Bars in Winners | 40 | 21 | 55 | 40 | 21 | 55 |
Avg Bars in Losers | 42 | 39 | 48 | 42 | 39 | 48 |
Bars Traded | 2873 | 1058 | 1815 | 2873 | 1058 | 1815 |
Profit Streak | 0 | 0 | 50.6844 | 0 | 0 | 50.6844 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -94551 | -144065 | 451866 | -211847 | -126868 | -173002 |
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{ "first_band": { "type": "midprice", "factors": { "length": 48, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 208, "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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