Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 519675.1628 | 407023.8521 | 112651.3108 | 1110395.1458 | -580965.6655 | 1691360.8113 |
Total P&L (%) | 519.6752 | 407.0239 | 112.6513 | 1110.3951 | -580.9657 | 1691.3608 |
Avg Daily Profit (%) | 0.2812 | 0.2203 | 0.061 | 0.135 | 0 | 0.1563 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144921 | -115576 | -111574 | -5059054 | -4934356 | -2261506 |
Profit Factor | 1.3633 | 1.5889 | 1.1524 | 1.0399 | 0.9598 | 1.1263 |
Total Trades | 460 | 230 | 230 | 460 | 230 | 230 |
Winning Trades | 186 | 88 | 98 | 186 | 88 | 98 |
Losing Trades | 274 | 142 | 132 | 274 | 142 | 132 |
Profitability (%) | 40.4348 | 38.2609 | 42.6087 | 40.4348 | 38.2609 | 42.6087 |
Ratio Avg Win / Avg Loss | 2.0083 | 2.5639 | 1.5522 | 1.5318 | 1.5488 | 1.517 |
Largest Winning Trade | 89916 | 89916 | 48804 | 1348785 | 1348785 | 1150109 |
Largest Losing Trade | -33049 | -20823 | -33049 | -741282 | -741282 | -628880 |
Avg Bars in Trades | 7 | 8 | 7 | 7 | 8 | 7 |
Avg Bars in Winners | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Losers | 4 | 5 | 4 | 4 | 5 | 4 |
Bars Traded | 3664 | 1846 | 1818 | 3664 | 1846 | 1818 |
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 | 333923 | 256152 | -165277 | -188972 | -581639 | -74781 |
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{ "first_band": { "type": "linreg", "factors": { "length": 25, "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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