Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 478696.2187 | 525663.4439 | -46967.2252 | -18460.394 | 320396.1331 | -338856.5272 |
Total P&L (%) | 478.6962 | 525.6634 | -46.9672 | -18.4604 | 320.3961 | -338.8565 |
Avg Daily Profit (%) | 0.1914 | 0.2101 | -0.0188 | -0.0082 | 0.0574 | 0 |
Buy And Hold Return (%) | 245.1137 | 245.1137 | 245.1137 | 245.1137 | 245.1137 | 245.1137 |
Max Trade Drawdown | -198971 | -72188 | -217917 | -276707 | -42124 | -396685 |
Profit Factor | 1.7103 | 2.8318 | 0.8786 | 0.9709 | 4.1746 | 0.3639 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 50.6024 | 51.2195 | 50 | 50.6024 | 51.2195 | 50 |
Ratio Avg Win / Avg Loss | 1.6695 | 2.6969 | 0.8786 | 0.9478 | 3.9758 | 0.3639 |
Largest Winning Trade | 330462 | 330462 | 43555 | 109751 | 109751 | 62762 |
Largest Losing Trade | -86882 | -29523 | -86882 | -242044 | -18809 | -242044 |
Avg Bars in Trades | 87 | 94 | 80 | 87 | 94 | 80 |
Avg Bars in Winners | 100 | 100 | 101 | 100 | 100 | 101 |
Avg Bars in Losers | 73 | 88 | 58 | 73 | 88 | 58 |
Bars Traded | 7246 | 3880 | 3366 | 7246 | 3880 | 3366 |
Profit Streak | 169.5673 | 169.5673 | 251.9006 | 169.5673 | 169.5673 | 251.9006 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 136702 | 315581 | -579359 | -580566 | -178121 | -579359 |
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{ "first_band": { "type": "linreg", "factors": { "length": 189, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 24, "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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