Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1125361.9903 | 1105561.5998 | 19800.3905 | 232721.8252 | 185081.3567 | 47640.4684 |
Total P&L (%) | 1125.362 | 1105.5616 | 19.8004 | 232.7218 | 185.0814 | 47.6405 |
Avg Daily Profit (%) | 0.6043 | 0.5937 | 0.0106 | 0.0646 | 0.0563 | 0.0209 |
Buy And Hold Return (%) | 15.4762 | 15.4762 | 15.4762 | 15.4762 | 15.4762 | 15.4762 |
Max Trade Drawdown | -186729 | -166581 | -37815 | -2777168 | -2556288 | -357209 |
Profit Factor | 2.3021 | 2.4915 | 1.1609 | 1.028 | 1.0253 | 1.049 |
Total Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Winning Trades | 88 | 35 | 53 | 88 | 35 | 53 |
Losing Trades | 95 | 56 | 39 | 95 | 56 | 39 |
Profitability (%) | 48.0874 | 38.4615 | 57.6087 | 48.0874 | 38.4615 | 57.6087 |
Ratio Avg Win / Avg Loss | 2.4852 | 3.9863 | 0.8543 | 1.1098 | 1.6404 | 0.7719 |
Largest Winning Trade | 766621 | 766621 | 10966 | 1662494 | 1662494 | 97431 |
Largest Losing Trade | -58753 | -58753 | -16421 | -823933 | -823933 | -194670 |
Avg Bars in Trades | 120 | 236 | 5 | 120 | 236 | 5 |
Avg Bars in Winners | 159 | 393 | 5 | 159 | 393 | 5 |
Avg Bars in Losers | 83 | 138 | 6 | 83 | 138 | 6 |
Bars Traded | 22014 | 21490 | 524 | 22014 | 21490 | 524 |
Profit Streak | 13.0673 | 0 | 43.484 | 13.0673 | 0 | 43.484 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 601159 | 408703 | -300692 | -295567 | -314207 | -334289 |
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{ "first_band": { "type": "dcl", "factors": { "length": 16, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 47, "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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