Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1965098.8846 | 1866071.1431 | 99027.7415 | 3892791.6011 | 183283.9751 | 3709507.6259 |
Total P&L (%) | 1965.0989 | 1866.0711 | 99.0277 | 3892.7916 | 183.284 | 3709.5076 |
Avg Daily Profit (%) | 0.8713 | 0.8274 | 0.0439 | 0.1636 | 0.0462 | 0.1615 |
Buy And Hold Return (%) | 346.1783 | 346.1783 | 346.1783 | 346.1783 | 346.1783 | 346.1783 |
Max Trade Drawdown | -100559 | -95311 | -27258 | -9588486 | -10722681 | -2109980 |
Profit Factor | 4.9665 | 6.0211 | 1.8 | 1.121 | 1.0074 | 1.4968 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 57 | 24 | 33 | 57 | 24 | 33 |
Losing Trades | 52 | 30 | 22 | 52 | 30 | 22 |
Profitability (%) | 52.2936 | 44.4444 | 60 | 52.2936 | 44.4444 | 60 |
Ratio Avg Win / Avg Loss | 4.5308 | 7.5263 | 1.2 | 1.0226 | 1.2593 | 0.9979 |
Largest Winning Trade | 1580734 | 1580734 | 18011 | 6613485 | 6613485 | 1099957 |
Largest Losing Trade | -46315 | -46315 | -17483 | -4259194 | -4259194 | -992249 |
Avg Bars in Trades | 78 | 140 | 17 | 78 | 140 | 17 |
Avg Bars in Winners | 90 | 190 | 18 | 90 | 190 | 18 |
Avg Bars in Losers | 64 | 101 | 14 | 64 | 101 | 14 |
Bars Traded | 8547 | 7609 | 938 | 8547 | 7609 | 938 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 745309 | -161570 | -476215 | -79136 | -691592 | -171152 |
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{ "first_band": { "type": "dcl", "factors": { "length": 31, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 153, "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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