Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1149943.3253 | 1079223.7149 | 70719.6104 | 799198.9669 | 1292561.6127 | -493362.6459 |
Total P&L (%) | 1149.9433 | 1079.2237 | 70.7196 | 799.199 | 1292.5616 | -493.3626 |
Avg Daily Profit (%) | 0.4983 | 0.4677 | 0.0306 | 0.0952 | 0.1142 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177443 | -122923 | -169231 | -2066005 | -988682 | -1216303 |
Profit Factor | 2.2845 | 3.3323 | 1.1635 | 1.1486 | 1.4706 | 0.8126 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 35 | 14 | 21 | 35 | 14 | 21 |
Losing Trades | 68 | 38 | 30 | 68 | 38 | 30 |
Profitability (%) | 33.9806 | 26.9231 | 41.1765 | 33.9806 | 26.9231 | 41.1765 |
Ratio Avg Win / Avg Loss | 4.4385 | 9.0447 | 1.6622 | 2.2315 | 3.9916 | 1.1608 |
Largest Winning Trade | 380360 | 380360 | 83550 | 1564521 | 1564521 | 260610 |
Largest Losing Trade | -56806 | -46635 | -56806 | -1008545 | -462631 | -1008545 |
Avg Bars in Trades | 86 | 79 | 94 | 86 | 79 | 94 |
Avg Bars in Winners | 164 | 172 | 158 | 164 | 172 | 158 |
Avg Bars in Losers | 47 | 44 | 49 | 47 | 44 | 49 |
Bars Traded | 8944 | 4125 | 4819 | 8944 | 4125 | 4819 |
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 | 323311 | -184975 | -374986 | -127370 | -239569 | -762598 |
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{ "first_band": { "type": "swma", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 75, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 75, "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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