Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 880384.1041 | 1012743.7491 | -132359.645 | -97496.3819 | 2277882.0283 | -2375378.4102 |
Total P&L (%) | 880.3841 | 1012.7437 | -132.3596 | -97.4964 | 2277.882 | -2375.3784 |
Avg Daily Profit (%) | 0.4835 | 0.5562 | -0.0727 | -0.2023 | 0.1742 | 0 |
Buy And Hold Return (%) | 651.0178 | 651.0178 | 651.0178 | 651.0178 | 651.0178 | 651.0178 |
Max Trade Drawdown | -224908 | -141621 | -181216 | -2482566 | -228302 | -2513470 |
Profit Factor | 2.1488 | 3.9809 | 0.6897 | 0.9669 | 9.7965 | 0.1167 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 41.5385 | 40.625 | 42.4242 | 41.5385 | 40.625 | 42.4242 |
Ratio Avg Win / Avg Loss | 3.0242 | 5.8182 | 0.9361 | 1.3609 | 14.318 | 0.1583 |
Largest Winning Trade | 774317 | 774317 | 62454 | 1745071 | 1745071 | 281297 |
Largest Losing Trade | -98921 | -38105 | -98921 | -2457632 | -143569 | -2457632 |
Avg Bars in Trades | 106 | 117 | 95 | 106 | 117 | 95 |
Avg Bars in Winners | 137 | 141 | 134 | 137 | 141 | 134 |
Avg Bars in Losers | 84 | 101 | 67 | 84 | 101 | 67 |
Bars Traded | 6920 | 3770 | 3150 | 6920 | 3770 | 3150 |
Profit Streak | 0 | 115.9087 | 0 | 0 | 115.9087 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -181186 | 185911 | -583748 | -718679 | 380281 | -583748 |
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{ "first_band": { "type": "linreg", "factors": { "length": 242, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 131, "offset": 0 } } }
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{ "first_band": { "type": "linreg", "factors": { "length": 242, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 131, "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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