Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 494096.0188 | 393749.2256 | 100346.7932 | 739237.059 | 379197.7327 | 360039.3263 |
Total P&L (%) | 494.096 | 393.7492 | 100.3468 | 739.2371 | 379.1977 | 360.0393 |
Avg Daily Profit (%) | 0.35 | 0.2789 | 0.0711 | 0.1508 | 0.111 | 0.1082 |
Buy And Hold Return (%) | 60.2041 | 60.2041 | 60.2041 | 60.2041 | 60.2041 | 60.2041 |
Max Trade Drawdown | -106317 | -117933 | -116444 | -1974377 | -2326995 | -1728017 |
Profit Factor | 1.5483 | 1.8281 | 1.2357 | 1.0635 | 1.0571 | 1.072 |
Total Trades | 291 | 146 | 145 | 291 | 146 | 145 |
Winning Trades | 202 | 98 | 104 | 202 | 98 | 104 |
Losing Trades | 89 | 48 | 41 | 89 | 48 | 41 |
Profitability (%) | 69.4158 | 67.1233 | 71.7241 | 69.4158 | 67.1233 | 71.7241 |
Ratio Avg Win / Avg Loss | 0.6822 | 0.8954 | 0.4872 | 0.4686 | 0.5178 | 0.4226 |
Largest Winning Trade | 45945 | 45945 | 23046 | 417396 | 417396 | 299603 |
Largest Losing Trade | -66017 | -49122 | -66017 | -1068208 | -1068208 | -1039784 |
Avg Bars in Trades | 27 | 33 | 22 | 27 | 33 | 22 |
Avg Bars in Winners | 16 | 19 | 14 | 16 | 19 | 14 |
Avg Bars in Losers | 53 | 63 | 41 | 53 | 63 | 41 |
Bars Traded | 8131 | 4919 | 3212 | 8131 | 4919 | 3212 |
Profit Streak | 0 | 0 | 502.0032 | 0 | 0 | 502.0032 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 473545 | 386341 | -104846 | -140373 | -202507 | -187956 |
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{ "first_band": { "type": "dcl", "factors": { "length": 4, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 207, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 4, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 207, "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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