Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 999479.5686 | 911269.7155 | 88209.8531 | 789975.1101 | -518560.5105 | 1308535.6206 |
Total P&L (%) | 999.4796 | 911.2697 | 88.2099 | 789.9751 | -518.5605 | 1308.5356 |
Avg Daily Profit (%) | 0.5207 | 0.4747 | 0.046 | 0.1139 | 0 | 0.1379 |
Buy And Hold Return (%) | 14.9516 | 14.9516 | 14.9516 | 14.9516 | 14.9516 | 14.9516 |
Max Trade Drawdown | -195618 | -150257 | -70046 | -2468637 | -2239382 | -623453 |
Profit Factor | 4.0742 | 5.587 | 1.6976 | 1.2079 | 0.8055 | 2.1551 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 50.7463 | 45.4545 | 55.8824 | 50.7463 | 45.4545 | 55.8824 |
Ratio Avg Win / Avg Loss | 3.9544 | 6.7044 | 1.3402 | 1.1724 | 0.9666 | 1.7014 |
Largest Winning Trade | 937636 | 937636 | 36775 | 852191 | 852191 | 550157 |
Largest Losing Trade | -42189 | -42189 | -18675 | -1150235 | -1150235 | -356328 |
Avg Bars in Trades | 79 | 139 | 20 | 79 | 139 | 20 |
Avg Bars in Winners | 80 | 155 | 21 | 80 | 155 | 21 |
Avg Bars in Losers | 77 | 127 | 18 | 77 | 127 | 18 |
Bars Traded | 5298 | 4615 | 683 | 5298 | 4615 | 683 |
Profit Streak | 74.8247 | 0 | 166.1581 | 74.8247 | 0 | 166.1581 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -102450 | 605468 | -127789 | -161293 | -582570 | -2065 |
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{ "first_band": { "type": "dcl", "factors": { "length": 36, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 162, "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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