Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 478252.5327 | 343599.8182 | 134652.7145 | 13495.8202 | 123743.5174 | -110247.6972 |
Total P&L (%) | 478.2525 | 343.5998 | 134.6527 | 13.4958 | 123.7435 | -110.2477 |
Avg Daily Profit (%) | 0.265 | 0.1904 | 0.0746 | 0.007 | 0.0446 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133881 | -126427 | -88738 | -774718 | -567683 | -555244 |
Profit Factor | 1.531 | 1.7222 | 1.3169 | 1.0048 | 1.0899 | 0.9235 |
Total Trades | 171 | 86 | 85 | 171 | 86 | 85 |
Winning Trades | 77 | 32 | 45 | 77 | 32 | 45 |
Losing Trades | 94 | 54 | 40 | 94 | 54 | 40 |
Profitability (%) | 45.0292 | 37.2093 | 52.9412 | 45.0292 | 37.2093 | 52.9412 |
Ratio Avg Win / Avg Loss | 1.869 | 2.9062 | 1.1706 | 1.2266 | 1.8392 | 0.8209 |
Largest Winning Trade | 338487 | 338487 | 65752 | 492512 | 492512 | 264718 |
Largest Losing Trade | -68990 | -28381 | -68990 | -372818 | -116778 | -372818 |
Avg Bars in Trades | 125 | 112 | 138 | 125 | 112 | 138 |
Avg Bars in Winners | 159 | 148 | 167 | 159 | 148 | 167 |
Avg Bars in Losers | 97 | 91 | 106 | 97 | 91 | 106 |
Bars Traded | 21454 | 9687 | 11767 | 21454 | 9687 | 11767 |
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 | 350860 | 198178 | -93069 | -456768 | -259115 | -580723 |
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{ "first_band": { "type": "ema", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 159, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 159, "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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