Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1519486.4721 | 1399888.8151 | 119597.657 | 13702070.8881 | 12687954.6397 | 1014116.2483 |
Total P&L (%) | 1519.4865 | 1399.8888 | 119.5977 | 13702.0709 | 12687.9546 | 1014.1162 |
Avg Daily Profit (%) | 0.8372 | 0.7713 | 0.0659 | 0.2719 | 0.2676 | 0.1329 |
Buy And Hold Return (%) | 613.2306 | 613.2306 | 613.2306 | 613.2306 | 613.2306 | 613.2306 |
Max Trade Drawdown | -72716 | -41336 | -51446 | -17290994 | -9731104 | -12530711 |
Profit Factor | 3.5094 | 6.163 | 1.3577 | 1.2147 | 1.4415 | 1.0289 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 85 | 45 | 40 | 85 | 45 | 40 |
Profitability (%) | 32.5397 | 28.5714 | 36.5079 | 32.5397 | 28.5714 | 36.5079 |
Ratio Avg Win / Avg Loss | 7.2755 | 15.4075 | 2.3612 | 2.5183 | 3.6036 | 1.7894 |
Largest Winning Trade | 823156 | 823156 | 74350 | 11598721 | 11598721 | 10194777 |
Largest Losing Trade | -30148 | -16133 | -30148 | -4208872 | -2795967 | -4208872 |
Avg Bars in Trades | 56 | 52 | 60 | 56 | 52 | 60 |
Avg Bars in Winners | 120 | 116 | 123 | 120 | 116 | 123 |
Avg Bars in Losers | 25 | 27 | 24 | 25 | 27 | 24 |
Bars Traded | 7143 | 3338 | 3805 | 7143 | 3338 | 3805 |
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 | 350667 | -144586 | -421383 | 103303 | -150357 | -364200 |
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{ "first_band": { "type": "swma", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 15, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 15, "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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