Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 93566.934 | 44822.9343 | 48743.9998 | 96640.0453 | 72017.2633 | 24622.782 |
Total P&L (%) | 93.5669 | 44.8229 | 48.744 | 96.64 | 72.0173 | 24.6228 |
Avg Daily Profit (%) | 0.3593 | 0.1721 | 0.1872 | 0.26 | 0.2085 | 0.0846 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51353 | -52750 | -21795 | -71841 | -48980 | -46108 |
Profit Factor | 1.3221 | 1.2954 | 1.3513 | 1.2307 | 1.3375 | 1.1198 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 78 | 35 | 43 | 78 | 35 | 43 |
Losing Trades | 82 | 45 | 37 | 82 | 45 | 37 |
Profitability (%) | 48.75 | 43.75 | 53.75 | 48.75 | 43.75 | 53.75 |
Ratio Avg Win / Avg Loss | 1.3899 | 1.6655 | 1.1627 | 1.2938 | 1.7197 | 0.9635 |
Largest Winning Trade | 21012 | 21012 | 15813 | 37724 | 37724 | 16426 |
Largest Losing Trade | -13397 | -12201 | -13397 | -27727 | -22398 | -27727 |
Avg Bars in Trades | 150 | 163 | 137 | 150 | 163 | 137 |
Avg Bars in Winners | 158 | 172 | 146 | 158 | 172 | 146 |
Avg Bars in Losers | 142 | 156 | 126 | 142 | 156 | 126 |
Bars Traded | 24037 | 13068 | 10969 | 24037 | 13068 | 10969 |
Profit Streak | 8.0518 | 8.9268 | 0 | 8.0518 | 8.9268 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317963 | -15859 | -13904 | 267308 | -13497 | -194651 |
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{ "first_band": { "type": "linreg", "factors": { "length": 122, "offset": 139 } }, "second_band": { "type": "rma", "factors": { "length": 244, "offset": 0 } } }
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# | 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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