Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1030040.4591 | 919388.2192 | 110652.2399 | 11373650.2155 | 6946695.651 | 4426954.5645 |
Total P&L (%) | 1030.0405 | 919.3882 | 110.6522 | 11373.6502 | 6946.6957 | 4426.9546 |
Avg Daily Profit (%) | 0.4367 | 0.3898 | 0.0469 | 0.2013 | 0.1806 | 0.1618 |
Buy And Hold Return (%) | 802.994 | 802.994 | 802.994 | 802.994 | 802.994 | 802.994 |
Max Trade Drawdown | -89916 | -135384 | -47796 | -6656912 | -7642690 | -2819600 |
Profit Factor | 3.342 | 4.8145 | 1.5566 | 1.4819 | 1.4863 | 1.4751 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 43.5897 | 43.5897 | 43.5897 | 43.5897 | 43.5897 | 43.5897 |
Ratio Avg Win / Avg Loss | 4.325 | 6.2305 | 2.0145 | 1.9177 | 1.9235 | 1.9089 |
Largest Winning Trade | 325516 | 325516 | 69327 | 7088818 | 7088818 | 4086788 |
Largest Losing Trade | -29728 | -29728 | -23199 | -3004796 | -3004796 | -2149751 |
Avg Bars in Trades | 177 | 167 | 187 | 177 | 167 | 187 |
Avg Bars in Winners | 271 | 266 | 276 | 271 | 266 | 276 |
Avg Bars in Losers | 104 | 91 | 118 | 104 | 91 | 118 |
Bars Traded | 13843 | 6547 | 7297 | 13843 | 6547 | 7297 |
Profit Streak | 0 | 250.912 | 0 | 0 | 250.912 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -102630 | -104483 | -295746 | -30915 | 327081 | 234435 |
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{ "first_band": { "type": "ema", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 174, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 174, "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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