Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1915316.264 | 1779544.5902 | 135771.6738 | 6152411.1398 | 3248694.075 | 2903717.0648 |
Total P&L (%) | 1915.3163 | 1779.5446 | 135.7717 | 6152.4111 | 3248.6941 | 2903.7171 |
Avg Daily Profit (%) | 0.8253 | 0.7668 | 0.0585 | 0.1784 | 0.1514 | 0.1467 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90975 | -130314 | -61690 | -4252361 | -4275846 | -1457856 |
Profit Factor | 5.1507 | 7.6391 | 1.702 | 1.4936 | 1.4249 | 1.6025 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 27 | 11 | 16 | 27 | 11 | 16 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 45 | 36.6667 | 53.3333 | 45 | 36.6667 | 53.3333 |
Ratio Avg Win / Avg Loss | 6.2953 | 13.1948 | 1.4893 | 1.8255 | 2.4612 | 1.4022 |
Largest Winning Trade | 1441428 | 1441428 | 79871 | 4012615 | 4012615 | 2953797 |
Largest Losing Trade | -46635 | -46635 | -37179 | -2093449 | -2093449 | -1211132 |
Avg Bars in Trades | 216 | 195 | 238 | 216 | 195 | 238 |
Avg Bars in Winners | 344 | 350 | 341 | 344 | 350 | 341 |
Avg Bars in Losers | 111 | 105 | 120 | 111 | 105 | 120 |
Bars Traded | 12999 | 5854 | 7145 | 12999 | 5854 | 7145 |
Profit Streak | 52.1245 | 0 | 81.9579 | 52.1245 | 0 | 81.9579 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -153787 | 582391 | -111748 | -164650 | 156521 | 219275 |
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{ "first_band": { "type": "sma", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 237, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 237, "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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