Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 209690.5972 | 213959.7741 | -4269.1769 | 47042.215 | 51346.9751 | -4304.7601 |
Total P&L (%) | 209.6906 | 213.9598 | -4.2692 | 47.0422 | 51.347 | -4.3048 |
Avg Daily Profit (%) | 0.4026 | 0.4108 | -0.0082 | 0.0741 | 0.0796 | -0.0084 |
Buy And Hold Return (%) | 54.3533 | 54.3533 | 54.3533 | 54.3533 | 54.3533 | 54.3533 |
Max Trade Drawdown | -69131 | -72692 | -15554 | -154430 | -158679 | -24294 |
Profit Factor | 1.8311 | 2.0214 | 0.9003 | 1.1144 | 1.1449 | 0.9242 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Losing Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Profitability (%) | 43.6782 | 46.5116 | 40.9091 | 43.6782 | 46.5116 | 40.9091 |
Ratio Avg Win / Avg Loss | 2.3611 | 2.3246 | 1.3005 | 1.437 | 1.3166 | 1.335 |
Largest Winning Trade | 261319 | 261319 | 7197 | 194605 | 194605 | 7896 |
Largest Losing Trade | -29469 | -29469 | -4732 | -66263 | -66263 | -8000 |
Avg Bars in Trades | 266 | 505 | 31 | 266 | 505 | 31 |
Avg Bars in Winners | 368 | 673 | 28 | 368 | 673 | 28 |
Avg Bars in Losers | 187 | 359 | 34 | 187 | 359 | 34 |
Bars Traded | 23148 | 21750 | 1398 | 23148 | 21750 | 1398 |
Profit Streak | 0 | 32.4522 | 0 | 0 | 32.4522 | 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 | 276607 | 347463 | -582879 | -357342 | -314959 | -583157 |
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{ "first_band": { "type": "dcl", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 230, "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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