Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 279182.6367 | 208308.0872 | 70874.5494 | 604044.641 | 464714.4106 | 139330.2304 |
Total P&L (%) | 279.1826 | 208.3081 | 70.8745 | 604.0446 | 464.7144 | 139.3302 |
Avg Daily Profit (%) | 0.536 | 0.4 | 0.1361 | 0.3754 | 0.3329 | 0.1677 |
Buy And Hold Return (%) | 67.5005 | 67.5005 | 67.5005 | 67.5005 | 67.5005 | 67.5005 |
Max Trade Drawdown | -85515 | -72303 | -48438 | -227021 | -183036 | -119716 |
Profit Factor | 1.4125 | 1.624 | 1.2066 | 1.3694 | 1.5915 | 1.164 |
Total Trades | 472 | 236 | 236 | 472 | 236 | 236 |
Winning Trades | 217 | 109 | 108 | 217 | 109 | 108 |
Losing Trades | 255 | 127 | 128 | 255 | 127 | 128 |
Profitability (%) | 45.9746 | 46.1864 | 45.7627 | 45.9746 | 46.1864 | 45.7627 |
Ratio Avg Win / Avg Loss | 1.6599 | 1.8922 | 1.4301 | 1.6092 | 1.8544 | 1.3796 |
Largest Winning Trade | 89440 | 89440 | 20488 | 109639 | 109639 | 48993 |
Largest Losing Trade | -12069 | -11553 | -12069 | -66856 | -30643 | -66856 |
Avg Bars in Trades | 52 | 53 | 51 | 52 | 53 | 51 |
Avg Bars in Winners | 70 | 72 | 68 | 70 | 72 | 68 |
Avg Bars in Losers | 36 | 36 | 36 | 36 | 36 | 36 |
Bars Traded | 24724 | 12586 | 12138 | 24724 | 12586 | 12138 |
Profit Streak | 10.2085 | 11.5835 | 10.2085 | 10.2085 | 11.5835 | 10.2085 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 438769 | 327130 | -162515 | 470517 | 409456 | -39679 |
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{ "first_band": { "type": "linreg", "factors": { "length": 137, "offset": 25 } }, "second_band": { "type": "pwma", "factors": { "length": 33, "offset": 0 } } }
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{ "first_band": { "type": "linreg", "factors": { "length": 137, "offset": 25 } }, "second_band": { "type": "pwma", "factors": { "length": 33, "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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