Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1816093.494 | 1858010.6934 | -41917.1994 | 147867.0707 | 1575355.9033 | -1427488.8326 |
Total P&L (%) | 1816.0935 | 1858.0107 | -41.9172 | 147.8671 | 1575.3559 | -1427.4888 |
Avg Daily Profit (%) | 0.8052 | 0.8238 | -0.0186 | 0.0403 | 0.125 | 0 |
Buy And Hold Return (%) | 214.8315 | 214.8315 | 214.8315 | 214.8315 | 214.8315 | 214.8315 |
Max Trade Drawdown | -196238 | -153374 | -90177 | -8327746 | -6289575 | -2283578 |
Profit Factor | 3.6588 | 4.6619 | 0.7614 | 1.0104 | 1.1446 | 0.5648 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 41.1765 | 38.0952 | 44.186 | 41.1765 | 38.0952 | 44.186 |
Ratio Avg Win / Avg Loss | 5.2268 | 7.5756 | 0.9617 | 1.4435 | 1.8599 | 0.7134 |
Largest Winning Trade | 1525808 | 1525808 | 20430 | 6855614 | 6855614 | 520642 |
Largest Losing Trade | -45573 | -45573 | -24054 | -2672794 | -2672794 | -1058840 |
Avg Bars in Trades | 50 | 96 | 6 | 50 | 96 | 6 |
Avg Bars in Winners | 65 | 137 | 5 | 65 | 137 | 5 |
Avg Bars in Losers | 40 | 71 | 6 | 40 | 71 | 6 |
Bars Traded | 4323 | 4057 | 266 | 4323 | 4057 | 266 |
Profit Streak | 0 | 88.9765 | 0 | 0 | 88.9765 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 603994 | 601408 | -582710 | -517170 | -90075 | -582710 |
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{ "first_band": { "type": "dcl", "factors": { "length": 13, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 49, "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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