Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1779981.0423 | 1546910.2661 | 233070.7762 | 13392028.7441 | 1841875.8231 | 11550152.921 |
Total P&L (%) | 1779.981 | 1546.9103 | 233.0708 | 13392.0287 | 1841.8758 | 11550.1529 |
Avg Daily Profit (%) | 0.7477 | 0.6498 | 0.0979 | 0.2062 | 0.1247 | 0.2001 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115679 | -62431 | -89962 | -25981197 | -14077226 | -20257549 |
Profit Factor | 3.7269 | 5.5136 | 1.7518 | 1.1542 | 1.0407 | 1.2779 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 80 | 41 | 39 | 80 | 41 | 39 |
Profitability (%) | 36.5079 | 34.9206 | 38.0952 | 36.5079 | 34.9206 | 38.0952 |
Ratio Avg Win / Avg Loss | 6.4816 | 10.2754 | 2.8466 | 2.0073 | 1.9394 | 2.0766 |
Largest Winning Trade | 884279 | 884279 | 67702 | 11306922 | 10891412 | 11306922 |
Largest Losing Trade | -44431 | -29159 | -44431 | -10429428 | -5831077 | -10429428 |
Avg Bars in Trades | 54 | 46 | 61 | 54 | 46 | 61 |
Avg Bars in Winners | 124 | 103 | 144 | 124 | 103 | 144 |
Avg Bars in Losers | 13 | 15 | 11 | 13 | 15 | 11 |
Bars Traded | 6833 | 2931 | 3902 | 6833 | 2931 | 3902 |
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 | 528024 | -132768 | -210538 | -46621 | -353663 | -142489 |
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{ "first_band": { "type": "linreg", "factors": { "length": 120, "offset": 83 } }, "second_band": { "type": "dcl", "factors": { "length": 2, "offset": 0 } } }
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{ "first_band": { "type": "linreg", "factors": { "length": 120, "offset": 83 } }, "second_band": { "type": "dcl", "factors": { "length": 2, "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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