Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 377253.0917 | 276105.2506 | 101147.841 | 203676.9071 | 399368.8375 | -195691.9304 |
Total P&L (%) | 377.2531 | 276.1053 | 101.1478 | 203.6769 | 399.3688 | -195.6919 |
Avg Daily Profit (%) | 0.1586 | 0.1161 | 0.0425 | 0.0467 | 0.0676 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -181711 | -139223 | -79569 | -1011742 | -775818 | -552349 |
Profit Factor | 1.2252 | 1.3778 | 1.1071 | 1.0332 | 1.147 | 0.9428 |
Total Trades | 493 | 246 | 247 | 493 | 246 | 247 |
Winning Trades | 220 | 111 | 109 | 220 | 111 | 109 |
Losing Trades | 273 | 135 | 138 | 273 | 135 | 138 |
Profitability (%) | 44.6247 | 45.122 | 44.1296 | 44.6247 | 45.122 | 44.1296 |
Ratio Avg Win / Avg Loss | 1.5203 | 1.6757 | 1.4016 | 1.2821 | 1.395 | 1.1937 |
Largest Winning Trade | 58404 | 58404 | 55955 | 204729 | 204729 | 203777 |
Largest Losing Trade | -33868 | -24531 | -33868 | -313891 | -231549 | -313891 |
Avg Bars in Trades | 9 | 9 | 9 | 9 | 9 | 9 |
Avg Bars in Winners | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Losers | 6 | 7 | 6 | 6 | 7 | 6 |
Bars Traded | 4620 | 2389 | 2231 | 4620 | 2389 | 2231 |
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 | 315672 | -37244 | -240113 | -313792 | -162342 | -580379 |
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{ "first_band": { "type": "linreg", "factors": { "length": 21, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 130, "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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