Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 563649.338 | 406619.1176 | 157030.2204 | 200181.688 | -373461.9776 | 573643.6656 |
Total P&L (%) | 563.6493 | 406.6191 | 157.0302 | 200.1817 | -373.462 | 573.6437 |
Avg Daily Profit (%) | 0.3096 | 0.2233 | 0.0862 | 0.0604 | 0 | 0.1048 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127055 | -169060 | -47920 | -672434 | -876963 | -183280 |
Profit Factor | 2.2816 | 2.1879 | 2.6107 | 1.1115 | 0.7432 | 2.6868 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 44.9275 | 41.1765 | 48.5714 | 44.9275 | 41.1765 | 48.5714 |
Ratio Avg Win / Avg Loss | 2.7968 | 3.1255 | 2.7643 | 1.3625 | 1.0618 | 2.8449 |
Largest Winning Trade | 476299 | 476299 | 58013 | 458922 | 458922 | 218418 |
Largest Losing Trade | -49732 | -49732 | -29142 | -256549 | -256549 | -122471 |
Avg Bars in Trades | 75 | 116 | 34 | 75 | 116 | 34 |
Avg Bars in Winners | 85 | 122 | 54 | 85 | 122 | 54 |
Avg Bars in Losers | 67 | 113 | 15 | 67 | 113 | 15 |
Bars Traded | 5184 | 3975 | 1209 | 5184 | 3975 | 1209 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -94932 | 307249 | -73394 | -318361 | -582559 | -48061 |
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{ "first_band": { "type": "linreg", "factors": { "length": 249, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 19, "offset": 0 } } }
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{ "first_band": { "type": "linreg", "factors": { "length": 249, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 19, "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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