Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1302668.6982 | 1069971.1732 | 232697.525 | 74222348.3229 | 16243862.2809 | 57978486.0419 |
Total P&L (%) | 1302.6687 | 1069.9712 | 232.6975 | 74222.3483 | 16243.8623 | 57978.486 |
Avg Daily Profit (%) | 0.5521 | 0.4535 | 0.0986 | 0.2806 | 0.2162 | 0.2701 |
Buy And Hold Return (%) | 398.0185 | 398.0185 | 398.0185 | 398.0185 | 398.0185 | 398.0185 |
Max Trade Drawdown | -82132 | -65165 | -103526 | -47933622 | -62666123 | -12412275 |
Profit Factor | 3.5493 | 4.7752 | 2.0225 | 1.5243 | 1.1439 | 3.0198 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 45 | 19 | 26 | 45 | 19 | 26 |
Losing Trades | 33 | 20 | 13 | 33 | 20 | 13 |
Profitability (%) | 57.6923 | 48.7179 | 66.6667 | 57.6923 | 48.7179 | 66.6667 |
Ratio Avg Win / Avg Loss | 2.6028 | 5.0265 | 1.0112 | 1.1178 | 1.2041 | 1.5099 |
Largest Winning Trade | 269644 | 269644 | 66165 | 43868230 | 43868230 | 21386393 |
Largest Losing Trade | -49434 | -45584 | -49434 | -44242601 | -44242601 | -10424530 |
Avg Bars in Trades | 117 | 124 | 110 | 117 | 124 | 110 |
Avg Bars in Winners | 134 | 145 | 127 | 134 | 145 | 127 |
Avg Bars in Losers | 94 | 105 | 77 | 94 | 105 | 77 |
Bars Traded | 9182 | 4868 | 4314 | 9182 | 4868 | 4314 |
Profit Streak | 0 | 0 | 153.3002 | 0 | 0 | 153.3002 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -22593 | 502851 | -221210 | -27321 | -54505 | 631797 |
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{ "first_band": { "type": "linreg", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 86, "offset": 0 } } }
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{ "first_band": { "type": "linreg", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 86, "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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