Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 408900.9392 | 214038.6068 | 194862.3324 | 148329.9213 | -33371.6621 | 181701.5833 |
Total P&L (%) | 408.9009 | 214.0386 | 194.8623 | 148.3299 | -33.3717 | 181.7016 |
Avg Daily Profit (%) | 0.2144 | 0.1122 | 0.1022 | 0.0477 | -0.0213 | 0.0543 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112382 | -86845 | -128906 | -284314 | -217844 | -128390 |
Profit Factor | 1.5973 | 1.521 | 1.7119 | 1.1374 | 0.9538 | 1.5076 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 59 | 23 | 36 | 59 | 23 | 36 |
Losing Trades | 56 | 34 | 22 | 56 | 34 | 22 |
Profitability (%) | 51.3043 | 40.3509 | 62.069 | 51.3043 | 40.3509 | 62.069 |
Ratio Avg Win / Avg Loss | 1.5161 | 2.2484 | 1.0462 | 1.0796 | 1.4099 | 0.9213 |
Largest Winning Trade | 198003 | 198003 | 50677 | 226070 | 226070 | 47298 |
Largest Losing Trade | -57057 | -57057 | -53100 | -185626 | -185626 | -79848 |
Avg Bars in Trades | 48 | 55 | 42 | 48 | 55 | 42 |
Avg Bars in Winners | 50 | 53 | 48 | 50 | 53 | 48 |
Avg Bars in Losers | 47 | 56 | 32 | 47 | 56 | 32 |
Bars Traded | 5615 | 3145 | 2470 | 5615 | 3145 | 2470 |
Profit Streak | 18.0768 | 0 | 41.0768 | 18.0768 | 0 | 41.0768 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 424615 | -224443 | -232394 | -197567 | -762919 | -298642 |
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{ "first_band": { "type": "linreg", "factors": { "length": 83, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 24, "offset": 0 } } }
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{ "first_band": { "type": "linreg", "factors": { "length": 83, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 24, "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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