Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1184548.0973 | 1039993.873 | 144554.2243 | 2374166.0294 | 2845630.5076 | -471464.4783 |
Total P&L (%) | 1184.5481 | 1039.9939 | 144.5542 | 2374.166 | 2845.6305 | -471.4645 |
Avg Daily Profit (%) | 0.5132 | 0.4506 | 0.0626 | 0.1391 | 0.1467 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158256 | -124230 | -137176 | -12843495 | -10066312 | -3137017 |
Profit Factor | 2.0375 | 2.7661 | 1.2614 | 1.067 | 1.1452 | 0.9702 |
Total Trades | 205 | 103 | 102 | 205 | 103 | 102 |
Winning Trades | 73 | 33 | 40 | 73 | 33 | 40 |
Losing Trades | 132 | 70 | 62 | 132 | 70 | 62 |
Profitability (%) | 35.6098 | 32.0388 | 39.2157 | 35.6098 | 32.0388 | 39.2157 |
Ratio Avg Win / Avg Loss | 3.6842 | 5.8675 | 1.9552 | 1.9294 | 2.4292 | 1.5038 |
Largest Winning Trade | 502137 | 502137 | 83747 | 9201030 | 9201030 | 2272903 |
Largest Losing Trade | -27875 | -27875 | -26928 | -2406110 | -2406110 | -1715862 |
Avg Bars in Trades | 22 | 19 | 25 | 22 | 19 | 25 |
Avg Bars in Winners | 43 | 40 | 46 | 43 | 40 | 46 |
Avg Bars in Losers | 10 | 9 | 11 | 10 | 9 | 11 |
Bars Traded | 4561 | 2002 | 2559 | 4561 | 2002 | 2559 |
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 | 372320 | 304974 | -112536 | -156852 | -63514 | -582198 |
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{ "first_band": { "type": "ema", "factors": { "length": 24, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 14, "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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