Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 177665.8861 | 141381.5804 | 36284.3057 | 187760.9405 | 127367.7624 | 60393.1782 |
Total P&L (%) | 177.6659 | 141.3816 | 36.2843 | 187.7609 | 127.3678 | 60.3932 |
Avg Daily Profit (%) | 0.3411 | 0.2715 | 0.0697 | 0.2031 | 0.1578 | 0.0908 |
Buy And Hold Return (%) | 40.6067 | 40.6067 | 40.6067 | 40.6067 | 40.6067 | 40.6067 |
Max Trade Drawdown | -51872 | -59044 | -35146 | -252274 | -274100 | -126577 |
Profit Factor | 1.4828 | 1.5603 | 1.3137 | 1.1629 | 1.1602 | 1.1689 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Losing Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Profitability (%) | 57.4468 | 57.1429 | 57.7465 | 57.4468 | 57.1429 | 57.7465 |
Ratio Avg Win / Avg Loss | 1.0983 | 1.1702 | 0.9612 | 0.8614 | 0.8702 | 0.8553 |
Largest Winning Trade | 86034 | 86034 | 14695 | 160736 | 160736 | 44943 |
Largest Losing Trade | -25170 | -25170 | -13589 | -78086 | -78086 | -54374 |
Avg Bars in Trades | 167 | 274 | 60 | 167 | 274 | 60 |
Avg Bars in Winners | 129 | 206 | 54 | 129 | 206 | 54 |
Avg Bars in Losers | 217 | 365 | 68 | 217 | 365 | 68 |
Bars Traded | 23551 | 19246 | 4305 | 23551 | 19246 | 4305 |
Profit Streak | 30.0909 | 30.0909 | 30.4242 | 30.0909 | 30.0909 | 30.4242 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 373486 | -86059 | -352438 | -34792 | -134967 | -207683 |
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{ "first_band": { "type": "dcl", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 223, "offset": 135 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 223, "offset": 135 } } }
# | 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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