Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 597311.9844 | 461167.8519 | 136144.1326 | 577313.5382 | 463104.6287 | 114208.9096 |
Total P&L (%) | 597.312 | 461.1679 | 136.1441 | 577.3135 | 463.1046 | 114.2089 |
Avg Daily Profit (%) | 0.3173 | 0.2449 | 0.0723 | 0.1017 | 0.0918 | 0.0405 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112406 | -85696 | -132641 | -1063924 | -657135 | -884929 |
Profit Factor | 1.5433 | 1.9296 | 1.2257 | 1.1261 | 1.2063 | 1.049 |
Total Trades | 189 | 95 | 94 | 189 | 95 | 94 |
Winning Trades | 96 | 43 | 53 | 96 | 43 | 53 |
Losing Trades | 93 | 52 | 41 | 93 | 52 | 41 |
Profitability (%) | 50.7937 | 45.2632 | 56.383 | 50.7937 | 45.2632 | 56.383 |
Ratio Avg Win / Avg Loss | 1.4951 | 2.3335 | 0.9481 | 1.0909 | 1.4588 | 0.8115 |
Largest Winning Trade | 86876 | 86876 | 43451 | 439717 | 439717 | 232996 |
Largest Losing Trade | -78870 | -27042 | -78870 | -278976 | -192076 | -278976 |
Avg Bars in Trades | 39 | 41 | 36 | 39 | 41 | 36 |
Avg Bars in Winners | 51 | 57 | 47 | 51 | 57 | 47 |
Avg Bars in Losers | 26 | 29 | 21 | 26 | 29 | 21 |
Bars Traded | 7398 | 3970 | 3428 | 7398 | 3970 | 3428 |
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 | 421314 | 342969 | -97904 | -137531 | -72986 | -306658 |
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{ "first_band": { "type": "linreg", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "sma", "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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