Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 901379.4564 | 957465.0483 | -56085.5919 | -79148.6521 | 6233.1096 | -85381.7617 |
Total P&L (%) | 901.3795 | 957.465 | -56.0856 | -79.1487 | 6.2331 | -85.3818 |
Avg Daily Profit (%) | 0.5645 | 0.5997 | -0.0351 | -0.0981 | 0.0038 | -0.1204 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -269372 | -204460 | -130469 | -395365 | -316005 | -147209 |
Profit Factor | 2.2495 | 3.0384 | 0.7771 | 0.8989 | 1.0118 | 0.6653 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Losing Trades | 45 | 26 | 19 | 45 | 26 | 19 |
Profitability (%) | 47.6744 | 39.5349 | 55.814 | 47.6744 | 39.5349 | 55.814 |
Ratio Avg Win / Avg Loss | 2.469 | 4.6469 | 0.6152 | 0.9866 | 1.5475 | 0.5267 |
Largest Winning Trade | 992013 | 992013 | 38607 | 278609 | 278609 | 52404 |
Largest Losing Trade | -62323 | -62323 | -41427 | -205222 | -205222 | -61364 |
Avg Bars in Trades | 53 | 89 | 17 | 53 | 89 | 17 |
Avg Bars in Winners | 46 | 84 | 20 | 46 | 84 | 20 |
Avg Bars in Losers | 59 | 93 | 12 | 59 | 93 | 12 |
Bars Traded | 4586 | 3853 | 733 | 4586 | 3853 | 733 |
Profit Streak | 8.4088 | 0 | 59.7422 | 8.4088 | 0 | 59.7422 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 555565 | 476600 | -579135 | -580780 | -563972 | -579135 |
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{ "first_band": { "type": "dcl", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 180, "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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