Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 785291.0377 | 702636.9446 | 82654.0931 | 2502665.2349 | 3616016.5071 | -1113351.2722 |
Total P&L (%) | 785.291 | 702.6369 | 82.6541 | 2502.6652 | 3616.0165 | -1113.3513 |
Avg Daily Profit (%) | 0.4299 | 0.3847 | 0.0453 | 0.1786 | 0.1981 | 0 |
Buy And Hold Return (%) | 760.5422 | 760.5422 | 760.5422 | 760.5422 | 760.5422 | 760.5422 |
Max Trade Drawdown | -115012 | -45437 | -111420 | -2150390 | -1086675 | -1657500 |
Profit Factor | 2.9384 | 5.5652 | 1.329 | 1.3716 | 2.5323 | 0.7455 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 44 | 25 | 19 | 44 | 25 | 19 |
Profitability (%) | 50 | 43.1818 | 56.8182 | 50 | 43.1818 | 56.8182 |
Ratio Avg Win / Avg Loss | 2.9384 | 7.3227 | 1.01 | 1.3716 | 3.332 | 0.5666 |
Largest Winning Trade | 252363 | 252363 | 65140 | 1776103 | 1776103 | 656707 |
Largest Losing Trade | -60190 | -25596 | -60190 | -1118254 | -678576 | -1118254 |
Avg Bars in Trades | 77 | 48 | 106 | 77 | 48 | 106 |
Avg Bars in Winners | 120 | 69 | 159 | 120 | 69 | 159 |
Avg Bars in Losers | 34 | 32 | 36 | 34 | 32 | 36 |
Bars Traded | 6838 | 2145 | 4693 | 6838 | 2145 | 4693 |
Profit Streak | 0 | 31.0526 | 0 | 0 | 31.0526 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -139804 | -149545 | -297043 | 207299 | 349367 | -579835 |
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{ "first_band": { "type": "linreg", "factors": { "length": 17, "offset": 146 } }, "second_band": { "type": "dcl", "factors": { "length": 44, "offset": 0 } } }
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{ "first_band": { "type": "linreg", "factors": { "length": 17, "offset": 146 } }, "second_band": { "type": "dcl", "factors": { "length": 44, "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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