Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 259619.6454 | 339063.9532 | -79444.3078 | -54707.7571 | 1644822.9885 | -1699530.7456 |
Total P&L (%) | 259.6196 | 339.064 | -79.4443 | -54.7078 | 1644.823 | -1699.5307 |
Avg Daily Profit (%) | 0.1427 | 0.1864 | -0.0437 | -0.0435 | 0.1573 | 0 |
Buy And Hold Return (%) | 183.1387 | 183.1387 | 183.1387 | 183.1387 | 183.1387 | 183.1387 |
Max Trade Drawdown | -263817 | -107019 | -211137 | -2592156 | -818923 | -2109771 |
Profit Factor | 1.3301 | 2.0327 | 0.8266 | 0.9899 | 1.8809 | 0.5194 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Losing Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Profitability (%) | 47.9167 | 52.0833 | 43.75 | 47.9167 | 52.0833 | 43.75 |
Ratio Avg Win / Avg Loss | 1.4458 | 1.8701 | 1.0627 | 1.076 | 1.7305 | 0.6678 |
Largest Winning Trade | 127157 | 127157 | 63015 | 897122 | 897122 | 309778 |
Largest Losing Trade | -52577 | -32120 | -52577 | -677454 | -561064 | -677454 |
Avg Bars in Trades | 71 | 56 | 85 | 71 | 56 | 85 |
Avg Bars in Winners | 59 | 25 | 101 | 59 | 25 | 101 |
Avg Bars in Losers | 81 | 90 | 74 | 81 | 90 | 74 |
Bars Traded | 6841 | 2716 | 4125 | 6841 | 2716 | 4125 |
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 | -38618 | 138513 | -581453 | -579665 | 417682 | -583119 |
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{ "first_band": { "type": "midprice", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 210, "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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