Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 786885.7183 | 703242.1478 | 83643.5705 | 79076.5098 | 71510.8271 | 7565.6827 |
Total P&L (%) | 786.8857 | 703.2421 | 83.6436 | 79.0765 | 71.5108 | 7.5657 |
Avg Daily Profit (%) | 0.4937 | 0.4412 | 0.0525 | 0.0366 | 0.0339 | 0.0046 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133092 | -127650 | -105318 | -1193751 | -676386 | -974260 |
Profit Factor | 1.9202 | 2.4443 | 1.2272 | 1.02 | 1.0348 | 1.004 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 54 | 21 | 33 | 54 | 21 | 33 |
Losing Trades | 63 | 38 | 25 | 63 | 38 | 25 |
Profitability (%) | 46.1538 | 35.5932 | 56.8966 | 46.1538 | 35.5932 | 56.8966 |
Ratio Avg Win / Avg Loss | 2.2402 | 4.423 | 0.9297 | 1.1899 | 1.8725 | 0.7606 |
Largest Winning Trade | 514755 | 514755 | 55001 | 530867 | 530867 | 462664 |
Largest Losing Trade | -66403 | -37125 | -66403 | -574418 | -212678 | -574418 |
Avg Bars in Trades | 160 | 159 | 162 | 160 | 159 | 162 |
Avg Bars in Winners | 225 | 256 | 205 | 225 | 256 | 205 |
Avg Bars in Losers | 105 | 106 | 104 | 105 | 106 | 104 |
Bars Traded | 18834 | 9432 | 9402 | 18834 | 9432 | 9402 |
Profit Streak | 39.2349 | 39.2349 | 108.8183 | 39.2349 | 39.2349 | 108.8183 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 503883 | -167257 | -302676 | -342832 | -510831 | -748121 |
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{ "first_band": { "type": "t3", "factors": { "length": 123, "offset": 0, "a": 0.77705 } }, "second_band": { "type": "linreg", "factors": { "length": 172, "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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