Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 721552.8856 | 668492.077 | 53060.8086 | 926511.3935 | 314308.3729 | 612203.0206 |
Total P&L (%) | 721.5529 | 668.4921 | 53.0608 | 926.5114 | 314.3084 | 612.203 |
Avg Daily Profit (%) | 0.3908 | 0.362 | 0.0287 | 0.1262 | 0.077 | 0.1064 |
Buy And Hold Return (%) | 139.992 | 139.992 | 139.992 | 139.992 | 139.992 | 139.992 |
Max Trade Drawdown | -97229 | -66891 | -66587 | -1455581 | -1079520 | -747496 |
Profit Factor | 2.4137 | 4.7409 | 1.16 | 1.3141 | 1.2048 | 1.4327 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 48.3333 | 50 | 46.6667 | 48.3333 | 50 | 46.6667 |
Ratio Avg Win / Avg Loss | 2.5801 | 4.7409 | 1.3257 | 1.4047 | 1.2048 | 1.6374 |
Largest Winning Trade | 362556 | 362556 | 71427 | 593707 | 593707 | 503819 |
Largest Losing Trade | -53405 | -30353 | -53405 | -605409 | -605409 | -455344 |
Avg Bars in Trades | 179 | 172 | 187 | 179 | 172 | 187 |
Avg Bars in Winners | 280 | 245 | 317 | 280 | 245 | 317 |
Avg Bars in Losers | 85 | 99 | 73 | 85 | 99 | 73 |
Bars Traded | 10788 | 5170 | 5618 | 10788 | 5170 | 5618 |
Profit Streak | 58.4839 | 0 | 159.8173 | 58.4839 | 0 | 159.8173 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -160551 | 556089 | -365219 | -197798 | -95926 | -50818 |
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{ "first_band": { "type": "sma", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 156, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 156, "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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