Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 457027.5391 | 447142.5013 | 9885.0378 | 9196.4551 | 749825.9685 | -740629.5134 |
Total P&L (%) | 457.0275 | 447.1425 | 9.885 | 9.1965 | 749.826 | -740.6295 |
Avg Daily Profit (%) | 0.2313 | 0.2263 | 0.005 | 0.0045 | 0.1084 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -199704 | -197963 | -191094 | -634737 | -237509 | -930672 |
Profit Factor | 1.4797 | 1.9172 | 1.0213 | 1.004 | 1.9596 | 0.511 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 50 | 21 | 29 | 50 | 21 | 29 |
Losing Trades | 62 | 35 | 27 | 62 | 35 | 27 |
Profitability (%) | 44.6429 | 37.5 | 51.7857 | 44.6429 | 37.5 | 51.7857 |
Ratio Avg Win / Avg Loss | 1.8349 | 3.1953 | 0.9508 | 1.245 | 3.266 | 0.4758 |
Largest Winning Trade | 186299 | 186299 | 54984 | 283988 | 283988 | 205171 |
Largest Losing Trade | -55819 | -55819 | -55792 | -301993 | -112506 | -301993 |
Avg Bars in Trades | 102 | 108 | 96 | 102 | 108 | 96 |
Avg Bars in Winners | 136 | 146 | 129 | 136 | 146 | 129 |
Avg Bars in Losers | 75 | 85 | 61 | 75 | 85 | 61 |
Bars Traded | 11490 | 6081 | 5409 | 11490 | 6081 | 5409 |
Profit Streak | 0 | 0 | 674.0655 | 0 | 0 | 674.0655 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302261 | -173708 | -729596 | -570554 | -229393 | -759644 |
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{ "first_band": { "type": "linreg", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 81, "offset": 0 } } }
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{ "first_band": { "type": "linreg", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 81, "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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