Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 167489.3915 | -20248.6336 | 187738.0252 | 63936.9896 | -40705.9897 | 104642.9794 |
Total P&L (%) | 167.4894 | -20.2486 | 187.738 | 63.937 | -40.706 | 104.643 |
Avg Daily Profit (%) | 0.161 | -0.0195 | 0.1805 | 0.0475 | -0.0502 | 0.0689 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99603 | -90026 | -58857 | -75532 | -76257 | -44717 |
Profit Factor | 1.4081 | 0.9286 | 2.4811 | 1.2024 | 0.8115 | 2.0464 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 78 | 36 | 42 | 78 | 36 | 42 |
Losing Trades | 20 | 13 | 7 | 20 | 13 | 7 |
Profitability (%) | 79.5918 | 73.4694 | 85.7143 | 79.5918 | 73.4694 | 85.7143 |
Ratio Avg Win / Avg Loss | 0.361 | 0.3353 | 0.4135 | 0.3083 | 0.293 | 0.3411 |
Largest Winning Trade | 40927 | 24947 | 40927 | 19415 | 16322 | 19415 |
Largest Losing Trade | -46782 | -46782 | -44321 | -48519 | -48519 | -32064 |
Avg Bars in Trades | 29 | 27 | 31 | 29 | 27 | 31 |
Avg Bars in Winners | 18 | 11 | 24 | 18 | 11 | 24 |
Avg Bars in Losers | 73 | 74 | 73 | 73 | 74 | 73 |
Bars Traded | 2906 | 1371 | 1535 | 2906 | 1371 | 1535 |
Profit Streak | 27.0976 | 27.0976 | 140.0976 | 27.0976 | 27.0976 | 140.0976 |
Trades During Streak | 7 | 3 | 11 | 7 | 3 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 454768 | -575897 | 559629 | -125754 | -575897 | -93744 |
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{ "first_band": { "type": "pwma", "factors": { "length": 3, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 210, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 3, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 210, "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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