Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 381913.1973 | 240098.2359 | 141814.9614 | 425965.8752 | 397425.1047 | 28540.7706 |
Total P&L (%) | 381.9132 | 240.0982 | 141.815 | 425.9659 | 397.4251 | 28.5408 |
Avg Daily Profit (%) | 0.1948 | 0.1224 | 0.0723 | 0.0847 | 0.0818 | 0.0128 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102793 | -84144 | -86621 | -349200 | -299474 | -317172 |
Profit Factor | 1.3237 | 1.4391 | 1.224 | 1.1175 | 1.2362 | 1.0147 |
Total Trades | 334 | 167 | 167 | 334 | 167 | 167 |
Winning Trades | 163 | 82 | 81 | 163 | 82 | 81 |
Losing Trades | 171 | 85 | 86 | 171 | 85 | 86 |
Profitability (%) | 48.8024 | 49.1018 | 48.503 | 48.8024 | 49.1018 | 48.503 |
Ratio Avg Win / Avg Loss | 1.3887 | 1.4918 | 1.2996 | 1.1723 | 1.2814 | 1.0773 |
Largest Winning Trade | 65538 | 46749 | 65538 | 153649 | 153649 | 128473 |
Largest Losing Trade | -28388 | -27406 | -28388 | -144874 | -139748 | -144874 |
Avg Bars in Trades | 69 | 72 | 66 | 69 | 72 | 66 |
Avg Bars in Winners | 90 | 90 | 91 | 90 | 90 | 91 |
Avg Bars in Losers | 49 | 55 | 43 | 49 | 55 | 43 |
Bars Traded | 23280 | 12104 | 11176 | 23280 | 12104 | 11176 |
Profit Streak | 153.783 | 156.1163 | 153.783 | 153.783 | 156.1163 | 153.783 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 361779 | -28076 | -96450 | -168937 | -83443 | -383033 |
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{ "first_band": { "type": "linreg", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 67, "offset": 0 } } }
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{ "first_band": { "type": "linreg", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 67, "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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