Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 379267.0115 | 194834.1471 | 184432.8644 | 558004.4756 | 313709.1891 | 244295.2865 |
Total P&L (%) | 379.267 | 194.8341 | 184.4329 | 558.0045 | 313.7092 | 244.2953 |
Avg Daily Profit (%) | 0.3673 | 0.1887 | 0.1786 | 0.1826 | 0.1376 | 0.1198 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144880 | -65542 | -104809 | -409735 | -251486 | -196176 |
Profit Factor | 1.6095 | 1.6261 | 1.5928 | 1.482 | 1.5348 | 1.4277 |
Total Trades | 185 | 92 | 93 | 185 | 92 | 93 |
Winning Trades | 68 | 30 | 38 | 68 | 30 | 38 |
Losing Trades | 117 | 62 | 55 | 117 | 62 | 55 |
Profitability (%) | 36.7568 | 32.6087 | 40.8602 | 36.7568 | 32.6087 | 40.8602 |
Ratio Avg Win / Avg Loss | 2.7692 | 3.3607 | 2.3053 | 2.5499 | 3.1719 | 2.0665 |
Largest Winning Trade | 172480 | 172480 | 37337 | 431224 | 431224 | 101811 |
Largest Losing Trade | -37354 | -14078 | -37354 | -103154 | -79639 | -103154 |
Avg Bars in Trades | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Winners | 28 | 28 | 28 | 28 | 28 | 28 |
Avg Bars in Losers | 8 | 9 | 6 | 8 | 9 | 6 |
Bars Traded | 2924 | 1454 | 1470 | 2924 | 1454 | 1470 |
Profit Streak | 20.2536 | 0 | 23.9203 | 20.2536 | 0 | 23.9203 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314937 | 137125 | 265850 | 246498 | -13501 | -34144 |
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{ "first_band": { "type": "linreg", "factors": { "length": 81, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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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