Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 397999.2067 | 138351.4743 | 259647.7324 | 105581.3342 | -11838.118 | 117419.4523 |
Total P&L (%) | 397.9992 | 138.3515 | 259.6477 | 105.5813 | -11.8381 | 117.4195 |
Avg Daily Profit (%) | 0.2378 | 0.0827 | 0.1552 | 0.0431 | -0.0075 | 0.0464 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112545 | -73231 | -101287 | -218861 | -101120 | -181101 |
Profit Factor | 1.5135 | 1.3478 | 1.688 | 1.1379 | 0.9689 | 1.3047 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 65 | 27 | 38 | 65 | 27 | 38 |
Losing Trades | 72 | 41 | 31 | 72 | 41 | 31 |
Profitability (%) | 47.4453 | 39.7059 | 55.0725 | 47.4453 | 39.7059 | 55.0725 |
Ratio Avg Win / Avg Loss | 1.6764 | 2.0467 | 1.3771 | 1.2605 | 1.4712 | 1.0644 |
Largest Winning Trade | 71820 | 71820 | 44962 | 74800 | 46403 | 74800 |
Largest Losing Trade | -88549 | -29870 | -88549 | -172473 | -72037 | -172473 |
Avg Bars in Trades | 23 | 24 | 23 | 23 | 24 | 23 |
Avg Bars in Winners | 32 | 34 | 30 | 32 | 34 | 30 |
Avg Bars in Losers | 16 | 18 | 14 | 16 | 18 | 14 |
Bars Traded | 3273 | 1667 | 1606 | 3273 | 1667 | 1606 |
Profit Streak | 36.6413 | 39.1413 | 36.6413 | 36.6413 | 39.1413 | 36.6413 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 398913 | -193726 | -90876 | -203546 | -691748 | -231001 |
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{ "first_band": { "type": "linreg", "factors": { "length": 52, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 21, "offset": 0 } } }
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{ "first_band": { "type": "linreg", "factors": { "length": 52, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 21, "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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