Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 237965.1312 | 135082.5201 | 102882.6111 | -897171.5246 | -399541.2414 | -497630.2832 |
Total P&L (%) | 237.9651 | 135.0825 | 102.8826 | -897.1715 | -399.5412 | -497.6303 |
Avg Daily Profit (%) | 0.1494 | 0.0848 | 0.0646 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -253111 | -86248 | -223963 | -2581912 | -1328861 | -1853213 |
Profit Factor | 1.3396 | 1.4192 | 1.2718 | 0.8497 | 0.8572 | 0.843 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 109 | 55 | 54 | 68 | 30 | 38 |
Losing Trades | 38 | 19 | 19 | 79 | 44 | 35 |
Profitability (%) | 74.1497 | 74.3243 | 73.9726 | 46.2585 | 40.5405 | 52.0548 |
Ratio Avg Win / Avg Loss | 0.467 | 0.4903 | 0.4475 | 0.9871 | 1.2573 | 0.7764 |
Largest Winning Trade | 42728 | 42728 | 34819 | 459707 | 358616 | 459707 |
Largest Losing Trade | -168629 | -47215 | -168629 | -1338124 | -573272 | -1338124 |
Avg Bars in Trades | 30 | 27 | 32 | 30 | 27 | 32 |
Avg Bars in Winners | 18 | 13 | 22 | 40 | 42 | 38 |
Avg Bars in Losers | 65 | 69 | 60 | 21 | 17 | 26 |
Bars Traded | 4447 | 2057 | 2390 | 4447 | 2057 | 2390 |
Profit Streak | 37.3607 | 63.0274 | 37.3607 | 0 | 0 | 0 |
Trades During Streak | 9 | 6 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 365932 | -139813 | -175534 | -581844 | -646970 | -652469 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 248, "offset": 0 } } }
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# | 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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