Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1544906.0654 | 1491013.337 | 53892.7283 | 3851625.3865 | 5760242.4427 | -1908617.0562 |
Total P&L (%) | 1544.9061 | 1491.0133 | 53.8927 | 3851.6254 | 5760.2424 | -1908.6171 |
Avg Daily Profit (%) | 0.8493 | 0.8197 | 0.0296 | 0.2023 | 0.224 | 0 |
Buy And Hold Return (%) | 615.0606 | 615.0606 | 615.0606 | 615.0606 | 615.0606 | 615.0606 |
Max Trade Drawdown | -114337 | -84971 | -77368 | -6364215 | -3921739 | -3531915 |
Profit Factor | 3.3514 | 5.4413 | 1.1677 | 1.1641 | 1.4743 | 0.8316 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Profitability (%) | 33.6207 | 32.7586 | 34.4828 | 33.6207 | 32.7586 | 34.4828 |
Ratio Avg Win / Avg Loss | 6.6169 | 11.169 | 2.2187 | 2.2983 | 3.0263 | 1.5801 |
Largest Winning Trade | 948309 | 948309 | 74850 | 6601333 | 6601333 | 2829809 |
Largest Losing Trade | -27385 | -21555 | -27385 | -1770077 | -1499406 | -1770077 |
Avg Bars in Trades | 45 | 40 | 50 | 45 | 40 | 50 |
Avg Bars in Winners | 84 | 80 | 88 | 84 | 80 | 88 |
Avg Bars in Losers | 26 | 21 | 31 | 26 | 21 | 31 |
Bars Traded | 5313 | 2368 | 2945 | 5313 | 2368 | 2945 |
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 | 360368 | -169797 | -540352 | -37454 | -176534 | -764367 |
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{ "first_band": { "type": "pwma", "factors": { "length": 60, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 102, "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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