Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 690324.7583 | 540022.6619 | 150302.0964 | 1242731.1539 | 1331303.3441 | -88572.1902 |
Total P&L (%) | 690.3248 | 540.0227 | 150.3021 | 1242.7312 | 1331.3033 | -88.5722 |
Avg Daily Profit (%) | 0.2972 | 0.2325 | 0.0647 | 0.1119 | 0.1146 | -0.0933 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139613 | -110148 | -179087 | -1816722 | -1130999 | -1677497 |
Profit Factor | 1.3427 | 1.538 | 1.1488 | 1.0897 | 1.2 | 0.9877 |
Total Trades | 563 | 282 | 281 | 563 | 282 | 281 |
Winning Trades | 208 | 101 | 107 | 208 | 101 | 107 |
Losing Trades | 355 | 181 | 174 | 355 | 181 | 174 |
Profitability (%) | 36.9449 | 35.8156 | 38.0783 | 36.9449 | 35.8156 | 38.0783 |
Ratio Avg Win / Avg Loss | 2.2917 | 2.7561 | 1.8681 | 1.8598 | 2.1504 | 1.6062 |
Largest Winning Trade | 144924 | 144924 | 60972 | 933455 | 933455 | 527589 |
Largest Losing Trade | -23862 | -19769 | -23862 | -511500 | -232132 | -511500 |
Avg Bars in Trades | 12 | 12 | 11 | 12 | 12 | 11 |
Avg Bars in Winners | 21 | 22 | 20 | 21 | 22 | 20 |
Avg Bars in Losers | 7 | 7 | 6 | 7 | 7 | 6 |
Bars Traded | 6908 | 3601 | 3307 | 6908 | 3601 | 3307 |
Profit Streak | 20.9331 | 20.9331 | 21.9331 | 20.9331 | 20.9331 | 21.9331 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342797 | 259118 | -165202 | -164774 | -42785 | -580895 |
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{ "first_band": { "type": "linreg", "factors": { "length": 49, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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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