Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1162030.3022 | 1023480.1474 | 138550.1548 | 6558542.9885 | 3317185.0491 | 3241357.9393 |
Total P&L (%) | 1162.0303 | 1023.4801 | 138.5502 | 6558.543 | 3317.185 | 3241.3579 |
Avg Daily Profit (%) | 0.5579 | 0.4913 | 0.0665 | 0.2018 | 0.1697 | 0.1686 |
Buy And Hold Return (%) | 56.4437 | 56.4437 | 56.4437 | 56.4437 | 56.4437 | 56.4437 |
Max Trade Drawdown | -146294 | -160153 | -123104 | -5404848 | -4285878 | -3014821 |
Profit Factor | 2.6361 | 3.7161 | 1.4155 | 1.2586 | 1.2016 | 1.364 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Profitability (%) | 40 | 36 | 44 | 40 | 36 | 44 |
Ratio Avg Win / Avg Loss | 3.9542 | 6.6063 | 1.8016 | 1.8879 | 2.1362 | 1.736 |
Largest Winning Trade | 312498 | 312498 | 82789 | 4025900 | 4025900 | 1887467 |
Largest Losing Trade | -53301 | -34805 | -53301 | -1565159 | -1565159 | -1398042 |
Avg Bars in Trades | 244 | 227 | 261 | 244 | 227 | 261 |
Avg Bars in Winners | 385 | 382 | 387 | 385 | 382 | 387 |
Avg Bars in Losers | 151 | 141 | 162 | 151 | 141 | 162 |
Bars Traded | 24479 | 11399 | 13080 | 24479 | 11399 | 13080 |
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 | 450057 | -168118 | -288465 | 193403 | -177127 | -173033 |
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{ "first_band": { "type": "ema", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 235, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 235, "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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