Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 640171.5665 | 565192.9318 | 74978.6348 | 182351.8343 | 196960.3161 | -14608.4819 |
Total P&L (%) | 640.1716 | 565.1929 | 74.9786 | 182.3518 | 196.9603 | -14.6085 |
Avg Daily Profit (%) | 0.264 | 0.2331 | 0.0309 | 0.0428 | 0.0449 | -0.0065 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128890 | -97484 | -238720 | -694500 | -385468 | -509049 |
Profit Factor | 1.3678 | 1.663 | 1.0844 | 1.0428 | 1.0947 | 0.9933 |
Total Trades | 383 | 192 | 191 | 383 | 192 | 191 |
Winning Trades | 152 | 71 | 81 | 152 | 71 | 81 |
Losing Trades | 231 | 121 | 110 | 231 | 121 | 110 |
Profitability (%) | 39.6867 | 36.9792 | 42.4084 | 39.6867 | 36.9792 | 42.4084 |
Ratio Avg Win / Avg Loss | 2.0787 | 2.8342 | 1.4727 | 1.5848 | 1.8656 | 1.3489 |
Largest Winning Trade | 317651 | 317651 | 51410 | 198855 | 198855 | 112865 |
Largest Losing Trade | -32235 | -23975 | -32235 | -185016 | -136036 | -185016 |
Avg Bars in Trades | 12 | 12 | 11 | 12 | 12 | 11 |
Avg Bars in Winners | 18 | 19 | 16 | 18 | 19 | 16 |
Avg Bars in Losers | 8 | 8 | 7 | 8 | 8 | 7 |
Bars Traded | 4648 | 2430 | 2218 | 4648 | 2430 | 2218 |
Profit Streak | 0 | 0 | 34.4394 | 0 | 0 | 34.4394 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304690 | 256844 | -280921 | -309796 | -252501 | -580799 |
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{ "first_band": { "type": "linreg", "factors": { "length": 31, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 191, "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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