Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 682414.8064 | 481765.9744 | 200648.832 | 4596586.0806 | 2408322.2551 | 2188263.8255 |
Total P&L (%) | 682.4148 | 481.766 | 200.6488 | 4596.5861 | 2408.3223 | 2188.2638 |
Avg Daily Profit (%) | 0.3588 | 0.2533 | 0.1055 | 0.2026 | 0.1696 | 0.1647 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168690 | -79706 | -115795 | -1632503 | -902482 | -730020 |
Profit Factor | 2.6687 | 3.2897 | 2.0106 | 2.0028 | 2.0079 | 1.9973 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Profitability (%) | 37.1795 | 38.4615 | 35.8974 | 37.1795 | 38.4615 | 35.8974 |
Ratio Avg Win / Avg Loss | 4.5091 | 5.2635 | 3.5903 | 3.3841 | 3.2127 | 3.5665 |
Largest Winning Trade | 164297 | 164297 | 68551 | 1284835 | 1284835 | 1034446 |
Largest Losing Trade | -26353 | -17183 | -26353 | -666659 | -306344 | -666659 |
Avg Bars in Trades | 93 | 76 | 110 | 93 | 76 | 110 |
Avg Bars in Winners | 206 | 153 | 262 | 206 | 153 | 262 |
Avg Bars in Losers | 26 | 28 | 25 | 26 | 28 | 25 |
Bars Traded | 7290 | 2979 | 4311 | 7290 | 2979 | 4311 |
Profit Streak | 0 | 0 | 534.9771 | 0 | 0 | 534.9771 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -29277 | 356366 | -53206 | -31897 | 256554 | 239446 |
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{ "first_band": { "type": "ema", "factors": { "length": 174, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 24, "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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