Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 277501.514 | 191977.0113 | 85524.5027 | -19275.7672 | 7343.28 | -26619.0472 |
Total P&L (%) | 277.5015 | 191.977 | 85.5245 | -19.2758 | 7.3433 | -26.619 |
Avg Daily Profit (%) | 0.1738 | 0.1202 | 0.0536 | -0.0134 | 0.0044 | -0.0194 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -189679 | -140356 | -87951 | -103590 | -34247 | -76792 |
Profit Factor | 1.409 | 1.5635 | 1.2533 | 0.9155 | 1.0715 | 0.7877 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 64.6552 | 63.7931 | 65.5172 | 64.6552 | 63.7931 | 65.5172 |
Ratio Avg Win / Avg Loss | 0.7703 | 0.8874 | 0.6596 | 0.5005 | 0.6081 | 0.4146 |
Largest Winning Trade | 140273 | 140273 | 50137 | 32591 | 32591 | 19902 |
Largest Losing Trade | -64330 | -51153 | -64330 | -67128 | -24244 | -67128 |
Avg Bars in Trades | 39 | 44 | 33 | 39 | 44 | 33 |
Avg Bars in Winners | 30 | 31 | 29 | 30 | 31 | 29 |
Avg Bars in Losers | 55 | 68 | 42 | 55 | 68 | 42 |
Bars Traded | 4550 | 2587 | 1963 | 4550 | 2587 | 1963 |
Profit Streak | 0 | 0 | 300.9404 | 0 | 0 | 300.9404 |
Trades During Streak | 0 | 0 | 9 | 0 | 0 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312774 | -210765 | -299840 | -578570 | -674494 | -757347 |
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{ "first_band": { "type": "linreg", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 33, "offset": 0 } } }
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{ "first_band": { "type": "linreg", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 33, "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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