Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2493446.1414 | 2506585.3453 | -13139.2039 | -21498.7709 | 489194.8077 | -510693.5786 |
Total P&L (%) | 2493.4461 | 2506.5853 | -13.1392 | -21.4988 | 489.1948 | -510.6936 |
Avg Daily Profit (%) | 1.0771 | 1.0828 | -0.0057 | -0.0105 | 0.0766 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158595 | -158908 | -128962 | -1392282 | -938482 | -1061617 |
Profit Factor | 3.6148 | 6.2381 | 0.9723 | 0.9938 | 1.2693 | 0.6918 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 39.7436 | 38.4615 | 41.0256 | 39.7436 | 38.4615 | 41.0256 |
Ratio Avg Win / Avg Loss | 5.4806 | 9.981 | 1.3977 | 1.5067 | 2.0309 | 0.9945 |
Largest Winning Trade | 2410334 | 2410334 | 60817 | 1112301 | 1112301 | 314765 |
Largest Losing Trade | -73241 | -61959 | -73241 | -1061617 | -515706 | -1061617 |
Avg Bars in Trades | 113 | 127 | 99 | 113 | 127 | 99 |
Avg Bars in Winners | 162 | 172 | 151 | 162 | 172 | 151 |
Avg Bars in Losers | 81 | 98 | 63 | 81 | 98 | 63 |
Bars Traded | 8846 | 4966 | 3880 | 8846 | 4966 | 3880 |
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 | -22580 | 629032 | -582580 | -620766 | -94076 | -584247 |
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{ "first_band": { "type": "linreg", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 108, "offset": 0 } } }
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{ "first_band": { "type": "linreg", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 108, "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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