Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 243457.7692 | 188716.5677 | 54741.2015 | 417011.3702 | 347589.5414 | 69421.8289 |
Total P&L (%) | 243.4578 | 188.7166 | 54.7412 | 417.0114 | 347.5895 | 69.4218 |
Avg Daily Profit (%) | 0.4674 | 0.3623 | 0.1051 | 0.3159 | 0.2882 | 0.1013 |
Buy And Hold Return (%) | 62.9518 | 62.9518 | 62.9518 | 62.9518 | 62.9518 | 62.9518 |
Max Trade Drawdown | -70022 | -56764 | -69024 | -136322 | -98127 | -111889 |
Profit Factor | 1.3579 | 1.5864 | 1.1527 | 1.3381 | 1.6263 | 1.1023 |
Total Trades | 393 | 196 | 197 | 393 | 196 | 197 |
Winning Trades | 165 | 85 | 80 | 165 | 85 | 80 |
Losing Trades | 228 | 111 | 117 | 228 | 111 | 117 |
Profitability (%) | 41.9847 | 43.3673 | 40.6091 | 41.9847 | 43.3673 | 40.6091 |
Ratio Avg Win / Avg Loss | 1.8763 | 2.0716 | 1.6859 | 1.849 | 2.1237 | 1.6122 |
Largest Winning Trade | 82501 | 82501 | 20820 | 113346 | 113346 | 38409 |
Largest Losing Trade | -10209 | -10065 | -10209 | -37873 | -19043 | -37873 |
Avg Bars in Trades | 63 | 63 | 62 | 63 | 63 | 62 |
Avg Bars in Winners | 94 | 94 | 94 | 94 | 94 | 94 |
Avg Bars in Losers | 40 | 40 | 40 | 40 | 40 | 40 |
Bars Traded | 24823 | 12503 | 12320 | 24823 | 12503 | 12320 |
Profit Streak | 9.6991 | 14.1366 | 9.6991 | 9.6991 | 14.1366 | 9.6991 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326498 | 275687 | -272503 | 350762 | 334276 | -301045 |
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{ "first_band": { "type": "linreg", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 39, "offset": 0 } } }
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{ "first_band": { "type": "linreg", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 39, "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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