Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1402057.793 | 1157899.079 | 244158.714 | 33000274.2042 | 7502248.1768 | 25498026.0274 |
Total P&L (%) | 1402.0578 | 1157.8991 | 244.1587 | 33000.2742 | 7502.2482 | 25498.026 |
Avg Daily Profit (%) | 0.6075 | 0.5017 | 0.1058 | 0.2517 | 0.1878 | 0.2406 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100527 | -114906 | -60806 | -24869686 | -19148383 | -15537688 |
Profit Factor | 3.1444 | 4.2256 | 1.8281 | 1.3773 | 1.1385 | 1.7659 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Profitability (%) | 44.898 | 42.8571 | 46.9388 | 44.898 | 42.8571 | 46.9388 |
Ratio Avg Win / Avg Loss | 3.859 | 5.6341 | 2.0665 | 1.6903 | 1.518 | 1.9962 |
Largest Winning Trade | 356456 | 356456 | 82491 | 14554202 | 14554202 | 8748866 |
Largest Losing Trade | -50549 | -29299 | -50549 | -7151768 | -7151768 | -5596453 |
Avg Bars in Trades | 90 | 82 | 99 | 90 | 82 | 99 |
Avg Bars in Winners | 139 | 130 | 148 | 139 | 130 | 148 |
Avg Bars in Losers | 50 | 46 | 56 | 50 | 46 | 56 |
Bars Traded | 8899 | 4029 | 4870 | 8899 | 4029 | 4870 |
Profit Streak | 29.5447 | 0 | 39.2947 | 29.5447 | 0 | 39.2947 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 588482 | 545842 | -48819 | 322715 | -61825 | 402682 |
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{ "first_band": { "type": "ema", "factors": { "length": 50, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 86, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 50, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 86, "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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