Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1198333.5822 | 1189645.649 | 8687.9332 | 1308614.7616 | 2292266.27 | -983651.5083 |
Total P&L (%) | 1198.3336 | 1189.6456 | 8.6879 | 1308.6148 | 2292.2663 | -983.6515 |
Avg Daily Profit (%) | 0.6603 | 0.6555 | 0.0048 | 0.1459 | 0.1751 | 0 |
Buy And Hold Return (%) | 580.6514 | 580.6514 | 580.6514 | 580.6514 | 580.6514 | 580.6514 |
Max Trade Drawdown | -122864 | -72875 | -69907 | -4623700 | -2998995 | -2377248 |
Profit Factor | 3.204 | 5.6978 | 1.0299 | 1.1352 | 1.4918 | 0.804 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 37.3134 | 39.3939 | 35.2941 | 37.3134 | 39.3939 | 35.2941 |
Ratio Avg Win / Avg Loss | 5.3828 | 8.7659 | 1.8882 | 1.9071 | 2.295 | 1.4741 |
Largest Winning Trade | 658594 | 658594 | 75085 | 3047147 | 3047147 | 1188591 |
Largest Losing Trade | -34840 | -28793 | -34840 | -1023361 | -1023361 | -730767 |
Avg Bars in Trades | 105 | 99 | 112 | 105 | 99 | 112 |
Avg Bars in Winners | 184 | 159 | 212 | 184 | 159 | 212 |
Avg Bars in Losers | 59 | 60 | 57 | 59 | 60 | 57 |
Bars Traded | 7098 | 3273 | 3825 | 7098 | 3273 | 3825 |
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 | -114578 | 342903 | -544452 | -200034 | 135853 | -584847 |
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{ "first_band": { "type": "sma", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 68, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 68, "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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