Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 476138.386 | 461954.086 | 14184.3001 | -6106796.6635 | 5305454.6412 | -11412251.3046 |
Total P&L (%) | 476.1384 | 461.9541 | 14.1843 | -6106.7967 | 5305.4546 | -11412.2513 |
Avg Daily Profit (%) | 0.1905 | 0.1848 | 0.0057 | 0 | 0.1597 | 0 |
Buy And Hold Return (%) | 791.9736 | 791.9736 | 791.9736 | 791.9736 | 791.9736 | 791.9736 |
Max Trade Drawdown | -167113 | -79284 | -155414 | -13957944 | -1546688 | -12926719 |
Profit Factor | 2.2629 | 4.4935 | 1.0579 | 0.6244 | 3.1004 | 0.1691 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 42 | 19 | 23 | 40 | 19 | 21 |
Losing Trades | 17 | 10 | 7 | 19 | 10 | 9 |
Profitability (%) | 71.1864 | 65.5172 | 76.6667 | 67.7966 | 65.5172 | 70 |
Ratio Avg Win / Avg Loss | 0.916 | 2.365 | 0.322 | 0.2966 | 1.6318 | 0.0725 |
Largest Winning Trade | 105988 | 105988 | 25025 | 4091143 | 4091143 | 415583 |
Largest Losing Trade | -155414 | -40772 | -155414 | -12357222 | -1546688 | -12357222 |
Avg Bars in Trades | 122 | 119 | 126 | 122 | 119 | 126 |
Avg Bars in Winners | 103 | 91 | 113 | 105 | 98 | 112 |
Avg Bars in Losers | 171 | 172 | 169 | 158 | 159 | 158 |
Bars Traded | 7253 | 3463 | 3790 | 7253 | 3463 | 3790 |
Profit Streak | 113.9252 | 113.9252 | 188.5918 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -332109 | -148343 | -505086 | -757970 | 553431 | -578232 |
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{ "first_band": { "type": "sma", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 78, "offset": 140 } } }
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# | 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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