Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 99896.9638 | 49392.1361 | 50504.8277 | 144885.3225 | 53561.4628 | 91323.8597 |
Total P&L (%) | 99.897 | 49.3921 | 50.5048 | 144.8853 | 53.5615 | 91.3239 |
Avg Daily Profit (%) | 0.2176 | 0.1076 | 0.11 | 0.1953 | 0.0935 | 0.1414 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -23534 | -15156 | -25491 | -34767 | -36599 | -25195 |
Profit Factor | 1.4035 | 1.4414 | 1.3722 | 1.4576 | 1.3421 | 1.5705 |
Total Trades | 538 | 269 | 269 | 538 | 269 | 269 |
Winning Trades | 387 | 195 | 192 | 387 | 195 | 192 |
Losing Trades | 151 | 74 | 77 | 151 | 74 | 77 |
Profitability (%) | 71.9331 | 72.4907 | 71.3755 | 71.9331 | 72.4907 | 71.3755 |
Ratio Avg Win / Avg Loss | 0.5476 | 0.547 | 0.5503 | 0.5687 | 0.5093 | 0.6299 |
Largest Winning Trade | 10721 | 4721 | 10721 | 23522 | 9803 | 23522 |
Largest Losing Trade | -18968 | -14312 | -18968 | -34767 | -34767 | -20813 |
Avg Bars in Trades | 20 | 19 | 21 | 20 | 19 | 21 |
Avg Bars in Winners | 10 | 10 | 9 | 10 | 10 | 9 |
Avg Bars in Losers | 46 | 41 | 50 | 46 | 41 | 50 |
Bars Traded | 10946 | 5131 | 5815 | 10946 | 5131 | 5815 |
Profit Streak | 591.3573 | 0 | 594.9406 | 591.3573 | 0 | 594.9406 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 452579 | -47902 | -44078 | 457620 | -67312 | 11388 |
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{ "first_band": { "type": "linreg", "factors": { "length": 3, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 57, "offset": 0, "std": 2.31292 } } }
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{ "first_band": { "type": "linreg", "factors": { "length": 3, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 57, "offset": 0, "std": 2.31292 } } }
# | 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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