Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 818109.5443 | 732157.1516 | 85952.3927 | 4341115.9427 | 8129218.6364 | -3788102.6937 |
Total P&L (%) | 818.1095 | 732.1572 | 85.9524 | 4341.1159 | 8129.2186 | -3788.1027 |
Avg Daily Profit (%) | 0.3272 | 0.2928 | 0.0344 | 0.1518 | 0.1765 | 0 |
Buy And Hold Return (%) | 776.5793 | 776.5793 | 776.5793 | 776.5793 | 776.5793 | 776.5793 |
Max Trade Drawdown | -90900 | -40182 | -100924 | -5430839 | -1651376 | -6814736 |
Profit Factor | 2.8752 | 5.0811 | 1.3346 | 1.3244 | 2.8362 | 0.577 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 56.962 | 58.9744 | 55 | 56.962 | 58.9744 | 55 |
Ratio Avg Win / Avg Loss | 2.1724 | 3.5347 | 1.0919 | 1.0007 | 1.973 | 0.4721 |
Largest Winning Trade | 364737 | 364737 | 50498 | 4959645 | 4959645 | 1027612 |
Largest Losing Trade | -71582 | -21543 | -71582 | -4856860 | -1017065 | -4856860 |
Avg Bars in Trades | 92 | 94 | 90 | 92 | 94 | 90 |
Avg Bars in Winners | 109 | 108 | 111 | 109 | 108 | 111 |
Avg Bars in Losers | 68 | 73 | 64 | 68 | 73 | 64 |
Bars Traded | 7285 | 3667 | 3618 | 7285 | 3667 | 3618 |
Profit Streak | 0 | 176.3635 | 0 | 0 | 176.3635 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -164623 | -146938 | -311783 | -23178 | 554566 | -580101 |
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{ "first_band": { "type": "linreg", "factors": { "length": 169, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 51, "offset": 0 } } }
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{ "first_band": { "type": "linreg", "factors": { "length": 169, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 51, "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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