Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 400902.2087 | 329536.136 | 71366.0727 | 1345862.2304 | 928340.448 | 417521.7825 |
Total P&L (%) | 400.9022 | 329.5361 | 71.3661 | 1345.8622 | 928.3404 | 417.5218 |
Avg Daily Profit (%) | 0.3849 | 0.3164 | 0.0685 | 0.2568 | 0.224 | 0.1579 |
Buy And Hold Return (%) | 271.4854 | 271.4854 | 271.4854 | 271.4854 | 271.4854 | 271.4854 |
Max Trade Drawdown | -65987 | -45746 | -69332 | -252394 | -386150 | -166453 |
Profit Factor | 1.6614 | 2.0377 | 1.2473 | 1.6049 | 1.706 | 1.4589 |
Total Trades | 239 | 120 | 119 | 239 | 120 | 119 |
Winning Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Losing Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Profitability (%) | 46.0251 | 45.8333 | 46.2185 | 46.0251 | 45.8333 | 46.2185 |
Ratio Avg Win / Avg Loss | 1.9484 | 2.4082 | 1.4514 | 1.8822 | 2.0162 | 1.6976 |
Largest Winning Trade | 107348 | 107348 | 22553 | 319433 | 319433 | 137408 |
Largest Losing Trade | -22780 | -15059 | -22780 | -144265 | -144265 | -80269 |
Avg Bars in Trades | 103 | 107 | 98 | 103 | 107 | 98 |
Avg Bars in Winners | 143 | 152 | 133 | 143 | 152 | 133 |
Avg Bars in Losers | 69 | 68 | 69 | 69 | 68 | 69 |
Bars Traded | 24641 | 12864 | 11777 | 24641 | 12864 | 11777 |
Profit Streak | 15.3898 | 15.8481 | 0 | 15.3898 | 15.8481 | 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 | -4835 | -88042 | -269182 | 377185 | 268583 | -2250 |
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{ "first_band": { "type": "linreg", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 62, "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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