Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 880282.8197 | 799416.4588 | 80866.3608 | 196244.5617 | 935619.1693 | -739374.6076 |
Total P&L (%) | 880.2828 | 799.4165 | 80.8664 | 196.2446 | 935.6192 | -739.3746 |
Avg Daily Profit (%) | 0.4847 | 0.4402 | 0.0445 | 0.0598 | 0.1288 | 0 |
Buy And Hold Return (%) | 155.7739 | 155.7739 | 155.7739 | 155.7739 | 155.7739 | 155.7739 |
Max Trade Drawdown | -101577 | -59294 | -91895 | -711693 | -199651 | -859431 |
Profit Factor | 3.129 | 5.3858 | 1.3498 | 1.1144 | 3.1759 | 0.4248 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 23 | 11 | 12 | 23 | 11 | 12 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 38.3333 | 36.6667 | 40 | 38.3333 | 36.6667 | 40 |
Ratio Avg Win / Avg Loss | 5.0336 | 9.3027 | 2.0246 | 1.7927 | 5.4856 | 0.6372 |
Largest Winning Trade | 493543 | 493543 | 71701 | 509684 | 509684 | 149059 |
Largest Losing Trade | -91895 | -20152 | -91895 | -705668 | -91941 | -705668 |
Avg Bars in Trades | 55 | 38 | 71 | 55 | 38 | 71 |
Avg Bars in Winners | 96 | 63 | 126 | 96 | 63 | 126 |
Avg Bars in Losers | 29 | 24 | 35 | 29 | 24 | 35 |
Bars Traded | 3322 | 1169 | 2153 | 3322 | 1169 | 2153 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -162763 | 420859 | -301648 | -469882 | -20476 | -584714 |
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{ "first_band": { "type": "linreg", "factors": { "length": 244, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 11, "offset": 0 } } }
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{ "first_band": { "type": "linreg", "factors": { "length": 244, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 11, "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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