Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 622918.3283 | 478810.2656 | 144108.0627 | 3159178.718 | 378852.376 | 2780326.342 |
Total P&L (%) | 622.9183 | 478.8103 | 144.1081 | 3159.1787 | 378.8524 | 2780.3263 |
Avg Daily Profit (%) | 0.3371 | 0.2591 | 0.078 | 0.1887 | 0.0848 | 0.182 |
Buy And Hold Return (%) | 18.5383 | 18.5383 | 18.5383 | 18.5383 | 18.5383 | 18.5383 |
Max Trade Drawdown | -93223 | -69187 | -99560 | -5636740 | -3938621 | -2254536 |
Profit Factor | 1.5109 | 1.8688 | 1.2157 | 1.1052 | 1.0247 | 1.1898 |
Total Trades | 379 | 190 | 189 | 379 | 190 | 189 |
Winning Trades | 144 | 73 | 71 | 144 | 73 | 71 |
Losing Trades | 235 | 117 | 118 | 235 | 117 | 118 |
Profitability (%) | 37.9947 | 38.4211 | 37.5661 | 37.9947 | 38.4211 | 37.5661 |
Ratio Avg Win / Avg Loss | 2.4657 | 2.9952 | 2.0205 | 1.8037 | 1.6423 | 1.9774 |
Largest Winning Trade | 112757 | 112757 | 45271 | 1919930 | 1919930 | 1692665 |
Largest Losing Trade | -22922 | -20090 | -22922 | -831018 | -831018 | -613327 |
Avg Bars in Trades | 9 | 9 | 9 | 9 | 9 | 9 |
Avg Bars in Winners | 15 | 14 | 15 | 15 | 14 | 15 |
Avg Bars in Losers | 6 | 6 | 5 | 6 | 6 | 5 |
Bars Traded | 3647 | 1834 | 1812 | 3647 | 1834 | 1812 |
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 | 334209 | 283945 | -92275 | -98117 | -275837 | -6917 |
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{ "first_band": { "type": "linreg", "factors": { "length": 32, "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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