Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 618631.8838 | 396897.7726 | 221734.1112 | 1035975.7434 | 74916.2018 | 961059.5415 |
Total P&L (%) | 618.6319 | 396.8978 | 221.7341 | 1035.9757 | 74.9162 | 961.0595 |
Avg Daily Profit (%) | 0.3403 | 0.2183 | 0.122 | 0.1338 | 0.0308 | 0.13 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94809 | -99644 | -59243 | -651950 | -698812 | -502811 |
Profit Factor | 1.9782 | 2.1663 | 1.759 | 1.2591 | 1.0347 | 1.5219 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 54 | 21 | 33 | 54 | 21 | 33 |
Losing Trades | 76 | 44 | 32 | 76 | 44 | 32 |
Profitability (%) | 41.5385 | 32.3077 | 50.7692 | 41.5385 | 32.3077 | 50.7692 |
Ratio Avg Win / Avg Loss | 2.7841 | 4.539 | 1.7057 | 1.772 | 2.168 | 1.4758 |
Largest Winning Trade | 334339 | 334339 | 72636 | 415557 | 394379 | 415557 |
Largest Losing Trade | -42522 | -31086 | -42522 | -289521 | -208012 | -289521 |
Avg Bars in Trades | 83 | 69 | 96 | 83 | 69 | 96 |
Avg Bars in Winners | 130 | 119 | 137 | 130 | 119 | 137 |
Avg Bars in Losers | 49 | 45 | 54 | 49 | 45 | 54 |
Bars Traded | 10793 | 4523 | 6270 | 10793 | 4523 | 6270 |
Profit Streak | 49.9825 | 49.9825 | 150.4825 | 49.9825 | 49.9825 | 150.4825 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 412756 | -126374 | -157048 | -14631 | -471280 | -147816 |
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{ "first_band": { "type": "ema", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 66, "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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