Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 849406.8623 | 796355.2349 | 53051.6273 | 123818.4683 | -26502.7974 | 150321.2657 |
Total P&L (%) | 849.4069 | 796.3552 | 53.0516 | 123.8185 | -26.5028 | 150.3213 |
Avg Daily Profit (%) | 0.8154 | 0.7645 | 0.0509 | 0.0774 | -0.0296 | 0.0881 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138691 | -147786 | -5932 | -738962 | -777080 | -27468 |
Profit Factor | 3.7048 | 3.7711 | 2.9901 | 1.1084 | 0.9749 | 2.6979 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 29 | 9 | 20 | 29 | 9 | 20 |
Losing Trades | 30 | 20 | 10 | 30 | 20 | 10 |
Profitability (%) | 49.1525 | 31.0345 | 66.6667 | 49.1525 | 31.0345 | 66.6667 |
Ratio Avg Win / Avg Loss | 3.8325 | 8.3802 | 1.4951 | 1.1466 | 2.1663 | 1.349 |
Largest Winning Trade | 942498 | 942498 | 7814 | 761234 | 761234 | 61465 |
Largest Losing Trade | -41055 | -41055 | -5932 | -240540 | -240540 | -17601 |
Avg Bars in Trades | 412 | 813 | 24 | 412 | 813 | 24 |
Avg Bars in Winners | 444 | 1375 | 25 | 444 | 1375 | 25 |
Avg Bars in Losers | 380 | 560 | 20 | 380 | 560 | 20 |
Bars Traded | 24316 | 23589 | 727 | 24316 | 23589 | 727 |
Profit Streak | 4.4188 | 0 | 55.3771 | 4.4188 | 0 | 55.3771 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -159634 | 443725 | -118057 | -370605 | -585430 | -67895 |
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{ "first_band": { "type": "dcl", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 226, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 226, "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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