Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1142633.9303 | 1100613.255 | 42020.6753 | 2360534.5006 | 4114854.414 | -1754319.9134 |
Total P&L (%) | 1142.6339 | 1100.6133 | 42.0207 | 2360.5345 | 4114.8544 | -1754.3199 |
Avg Daily Profit (%) | 0.6294 | 0.6062 | 0.0231 | 0.1766 | 0.2063 | 0 |
Buy And Hold Return (%) | 628.116 | 628.116 | 628.116 | 628.116 | 628.116 | 628.116 |
Max Trade Drawdown | -107977 | -67103 | -61341 | -6881291 | -5001035 | -3419498 |
Profit Factor | 3.3846 | 6.0117 | 1.1619 | 1.1347 | 1.4881 | 0.8072 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 42.029 | 44.1176 | 40 | 42.029 | 44.1176 | 40 |
Ratio Avg Win / Avg Loss | 4.6684 | 7.6148 | 1.7428 | 1.5651 | 1.885 | 1.2107 |
Largest Winning Trade | 571708 | 571708 | 74629 | 6256814 | 6256814 | 1456205 |
Largest Losing Trade | -34043 | -25133 | -34043 | -1457972 | -1394176 | -1457972 |
Avg Bars in Trades | 152 | 135 | 168 | 152 | 135 | 168 |
Avg Bars in Winners | 258 | 215 | 303 | 258 | 215 | 303 |
Avg Bars in Losers | 75 | 71 | 78 | 75 | 71 | 78 |
Bars Traded | 10501 | 4601 | 5900 | 10501 | 4601 | 5900 |
Profit Streak | 0 | 104.1037 | 0 | 0 | 104.1037 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -99292 | 351133 | -372954 | -175248 | 302148 | -583009 |
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{ "first_band": { "type": "ema", "factors": { "length": 169, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 107, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 169, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 107, "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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