Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 199626.384 | -6063.4025 | 205689.7864 | 139539.45 | -123344.8907 | 262884.3407 |
Total P&L (%) | 199.6264 | -6.0634 | 205.6898 | 139.5395 | -123.3449 | 262.8843 |
Avg Daily Profit (%) | 0.1915 | -0.0058 | 0.1973 | 0.0838 | 0 | 0.1237 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64483 | -94415 | -14905 | -121814 | -230763 | -21668 |
Profit Factor | 1.7655 | 0.9729 | 6.5133 | 1.3231 | 0.6754 | 6.0629 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 47 | 20 | 27 | 47 | 20 | 27 |
Losing Trades | 29 | 18 | 11 | 29 | 18 | 11 |
Profitability (%) | 61.8421 | 52.6316 | 71.0526 | 61.8421 | 52.6316 | 71.0526 |
Ratio Avg Win / Avg Loss | 1.0893 | 0.8756 | 2.6536 | 0.8164 | 0.6079 | 2.4701 |
Largest Winning Trade | 40193 | 40193 | 34481 | 50517 | 50517 | 36885 |
Largest Losing Trade | -60937 | -60937 | -9097 | -113414 | -113414 | -20142 |
Avg Bars in Trades | 52 | 69 | 34 | 52 | 69 | 34 |
Avg Bars in Winners | 44 | 55 | 36 | 44 | 55 | 36 |
Avg Bars in Losers | 63 | 84 | 30 | 63 | 84 | 30 |
Bars Traded | 3955 | 2635 | 1320 | 3955 | 2635 | 1320 |
Profit Streak | 18.7883 | 18.7883 | 19.0383 | 18.7883 | 18.7883 | 19.0383 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -40609 | -579358 | 732261 | -132870 | -579358 | -15113 |
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{ "first_band": { "type": "linreg", "factors": { "length": 53, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 211 } } }
# | 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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