Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 206880.0052 | 23963.0629 | 182916.9423 | -20486.8183 | 66021.0262 | -86507.8445 |
Total P&L (%) | 206.88 | 23.9631 | 182.9169 | -20.4868 | 66.021 | -86.5078 |
Avg Daily Profit (%) | 0.1594 | 0.0185 | 0.1409 | -0.0177 | 0.0391 | -0.1542 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131062 | -46787 | -115905 | -666505 | -113909 | -708167 |
Profit Factor | 1.4897 | 1.1347 | 1.748 | 0.9841 | 1.2171 | 0.9119 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 47 | 19 | 28 | 47 | 19 | 28 |
Losing Trades | 40 | 25 | 15 | 40 | 25 | 15 |
Profitability (%) | 54.023 | 43.1818 | 65.1163 | 54.023 | 43.1818 | 65.1163 |
Ratio Avg Win / Avg Loss | 1.2679 | 1.493 | 0.9364 | 0.8375 | 1.6014 | 0.4885 |
Largest Winning Trade | 63380 | 55291 | 63380 | 189934 | 95796 | 189934 |
Largest Losing Trade | -86889 | -27933 | -86889 | -629318 | -36744 | -629318 |
Avg Bars in Trades | 171 | 66 | 279 | 171 | 66 | 279 |
Avg Bars in Winners | 232 | 83 | 333 | 232 | 83 | 333 |
Avg Bars in Losers | 100 | 52 | 180 | 100 | 52 | 180 |
Bars Traded | 14948 | 2915 | 12033 | 14948 | 2915 | 12033 |
Profit Streak | 0 | 0 | 138.8713 | 0 | 0 | 138.8713 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333764 | -247374 | -968 | -580024 | -142888 | -577384 |
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{ "first_band": { "type": "linreg", "factors": { "length": 115, "offset": 205 } }, "second_band": { "type": "dcl", "factors": { "length": 130, "offset": 0 } } }
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# | 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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