Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 137239.3763 | -34166.9891 | 171406.3654 | -17286.6548 | -108988.8825 | 91702.2277 |
Total P&L (%) | 137.2394 | -34.167 | 171.4064 | -17.2867 | -108.9889 | 91.7022 |
Avg Daily Profit (%) | 0.1316 | -0.0328 | 0.1644 | -0.0182 | 0 | 0.0624 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126740 | -152270 | -69525 | -303891 | -196416 | -177417 |
Profit Factor | 1.2107 | 0.9131 | 1.6645 | 0.9828 | 0.8145 | 1.2202 |
Total Trades | 203 | 102 | 101 | 203 | 102 | 101 |
Winning Trades | 162 | 79 | 83 | 162 | 79 | 83 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 79.803 | 77.451 | 82.1782 | 79.803 | 77.451 | 82.1782 |
Ratio Avg Win / Avg Loss | 0.3064 | 0.2658 | 0.361 | 0.2487 | 0.2371 | 0.2646 |
Largest Winning Trade | 19985 | 16400 | 19985 | 28674 | 22400 | 28674 |
Largest Losing Trade | -60181 | -37642 | -60181 | -163794 | -81853 | -163794 |
Avg Bars in Trades | 19 | 17 | 21 | 19 | 17 | 21 |
Avg Bars in Winners | 9 | 6 | 13 | 9 | 6 | 13 |
Avg Bars in Losers | 56 | 56 | 56 | 56 | 56 | 56 |
Bars Traded | 3927 | 1787 | 2140 | 3927 | 1787 | 2140 |
Profit Streak | 7.0356 | 7.0356 | 38.2856 | 7.0356 | 7.0356 | 38.2856 |
Trades During Streak | 6 | 3 | 8 | 6 | 3 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -12538 | -575377 | 492830 | -573865 | -575377 | -105640 |
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{ "first_band": { "type": "dema", "factors": { "length": 2, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 146, "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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