Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 845534.8139 | 730448.1167 | 115086.6972 | 694767.9464 | -707200.1311 | 1401968.0775 |
Total P&L (%) | 845.5348 | 730.4481 | 115.0867 | 694.7679 | -707.2001 | 1401.9681 |
Avg Daily Profit (%) | 0.4382 | 0.3785 | 0.0596 | 0.1075 | 0 | 0.1405 |
Buy And Hold Return (%) | 13.8575 | 13.8575 | 13.8575 | 13.8575 | 13.8575 | 13.8575 |
Max Trade Drawdown | -118614 | -136324 | -44081 | -1566370 | -2688556 | -192606 |
Profit Factor | 1.9544 | 2.0521 | 1.6003 | 1.0724 | 0.9125 | 1.9233 |
Total Trades | 241 | 120 | 121 | 241 | 120 | 121 |
Winning Trades | 127 | 50 | 77 | 127 | 50 | 77 |
Losing Trades | 114 | 70 | 44 | 114 | 70 | 44 |
Profitability (%) | 52.6971 | 41.6667 | 63.6364 | 52.6971 | 41.6667 | 63.6364 |
Ratio Avg Win / Avg Loss | 1.7543 | 2.873 | 0.9145 | 0.9626 | 1.2774 | 1.099 |
Largest Winning Trade | 447262 | 447262 | 22078 | 1562814 | 1562814 | 158896 |
Largest Losing Trade | -39500 | -30670 | -39500 | -511788 | -511788 | -154812 |
Avg Bars in Trades | 91 | 165 | 17 | 91 | 165 | 17 |
Avg Bars in Winners | 93 | 212 | 16 | 93 | 212 | 16 |
Avg Bars in Losers | 88 | 132 | 19 | 88 | 132 | 19 |
Bars Traded | 22041 | 19919 | 2122 | 22041 | 19919 | 2122 |
Profit Streak | 47.942 | 0 | 48.6086 | 47.942 | 0 | 48.6086 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 574449 | 359576 | -110663 | -189472 | -582587 | -143 |
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{ "first_band": { "type": "dcl", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 162, "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) |
---|