Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 804566.1351 | 711475.0612 | 93091.074 | 244266.0291 | -41986.8093 | 286252.8384 |
Total P&L (%) | 804.5661 | 711.4751 | 93.0911 | 244.266 | -41.9868 | 286.2528 |
Avg Daily Profit (%) | 0.5033 | 0.445 | 0.0582 | 0.0774 | -0.0341 | 0.0846 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103029 | -109659 | -73734 | -495609 | -552259 | -186784 |
Profit Factor | 2.1201 | 2.6036 | 1.339 | 1.124 | 0.968 | 1.4344 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 37 | 14 | 23 | 37 | 14 | 23 |
Losing Trades | 48 | 29 | 19 | 48 | 29 | 19 |
Profitability (%) | 43.5294 | 32.5581 | 54.7619 | 43.5294 | 32.5581 | 54.7619 |
Ratio Avg Win / Avg Loss | 2.7504 | 5.3933 | 1.1061 | 1.4582 | 2.0051 | 1.1849 |
Largest Winning Trade | 500135 | 500135 | 34709 | 306362 | 306362 | 150614 |
Largest Losing Trade | -39815 | -39815 | -39733 | -227618 | -227618 | -89846 |
Avg Bars in Trades | 54 | 56 | 51 | 54 | 56 | 51 |
Avg Bars in Winners | 78 | 88 | 72 | 78 | 88 | 72 |
Avg Bars in Losers | 35 | 41 | 27 | 35 | 41 | 27 |
Bars Traded | 4615 | 2433 | 2182 | 4615 | 2433 | 2182 |
Profit Streak | 0 | 0 | 46.2086 | 0 | 0 | 46.2086 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 445412 | 301147 | -113626 | -176054 | -584732 | -77931 |
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{ "first_band": { "type": "linreg", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 22, "offset": 0 } } }
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{ "first_band": { "type": "linreg", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 22, "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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