Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 424289.1528 | 477245.2198 | -52956.067 | -80438.2888 | 13662.2739 | -94100.5627 |
Total P&L (%) | 424.2892 | 477.2452 | -52.9561 | -80.4383 | 13.6623 | -94.1006 |
Avg Daily Profit (%) | 0.2323 | 0.2613 | -0.029 | -0.0893 | 0.007 | -0.1548 |
Buy And Hold Return (%) | 90.6048 | 90.6048 | 90.6048 | 90.6048 | 90.6048 | 90.6048 |
Max Trade Drawdown | -175632 | -87989 | -124401 | -130802 | -52119 | -99489 |
Profit Factor | 1.6979 | 2.7769 | 0.8439 | 0.6891 | 1.1304 | 0.3889 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 49.2537 | 51.5152 | 47.0588 | 49.2537 | 51.5152 | 47.0588 |
Ratio Avg Win / Avg Loss | 1.7494 | 2.6135 | 0.9494 | 0.71 | 1.0639 | 0.4375 |
Largest Winning Trade | 337894 | 337894 | 75120 | 34183 | 34183 | 11332 |
Largest Losing Trade | -87642 | -54050 | -87642 | -78682 | -46123 | -78682 |
Avg Bars in Trades | 48 | 45 | 51 | 48 | 45 | 51 |
Avg Bars in Winners | 66 | 58 | 75 | 66 | 58 | 75 |
Avg Bars in Losers | 31 | 32 | 30 | 31 | 32 | 30 |
Bars Traded | 3266 | 1512 | 1754 | 3266 | 1512 | 1754 |
Profit Streak | 0 | 109.1804 | 0 | 0 | 109.1804 | 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 | -111790 | 468825 | -581939 | -702068 | -425542 | -581939 |
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{ "first_band": { "type": "fwma", "factors": { "length": 218, "offset": 55 } }, "second_band": { "type": "linreg", "factors": { "length": 49, "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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