Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1427521.295 | 1424610.3145 | 2910.9806 | 16823297.5571 | 36724516.8931 | -19901219.336 |
Total P&L (%) | 1427.5213 | 1424.6103 | 2.911 | 16823.2976 | 36724.5169 | -19901.2193 |
Avg Daily Profit (%) | 0.7667 | 0.7651 | 0.0016 | 0.276 | 0.3178 | 0 |
Buy And Hold Return (%) | 11322.439 | 11322.439 | 11322.439 | 11322.439 | 11322.439 | 11322.439 |
Max Trade Drawdown | -95321 | -74362 | -92086 | -27955968 | -6684237 | -24711232 |
Profit Factor | 4.0704 | 9.3754 | 1.0099 | 1.2795 | 3.3781 | 0.5553 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 45.9459 | 43.2432 | 48.6486 | 45.9459 | 43.2432 | 48.6486 |
Ratio Avg Win / Avg Loss | 4.7887 | 12.3053 | 1.066 | 1.5053 | 4.4338 | 0.5861 |
Largest Winning Trade | 588121 | 588121 | 62033 | 18865438 | 18865438 | 7975374 |
Largest Losing Trade | -37838 | -22561 | -37838 | -11286944 | -2665186 | -11286944 |
Avg Bars in Trades | 71 | 78 | 65 | 71 | 78 | 65 |
Avg Bars in Winners | 115 | 130 | 101 | 115 | 130 | 101 |
Avg Bars in Losers | 34 | 38 | 30 | 34 | 38 | 30 |
Bars Traded | 5304 | 2898 | 2406 | 5304 | 2898 | 2406 |
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 | -216137 | -147004 | -566687 | -75226 | 359563 | -581298 |
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{ "first_band": { "type": "linreg", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 12, "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) |
---|