Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1996440.593 | 1804518.3746 | 191922.2184 | 50662759.721 | 18154982.9995 | 32507776.7215 |
Total P&L (%) | 1996.4406 | 1804.5184 | 191.9222 | 50662.7597 | 18154.983 | 32507.7767 |
Avg Daily Profit (%) | 0.8445 | 0.7633 | 0.0812 | 0.2639 | 0.2205 | 0.2451 |
Buy And Hold Return (%) | 611.5163 | 611.5163 | 611.5163 | 611.5163 | 611.5163 | 611.5163 |
Max Trade Drawdown | -62456 | -118464 | -23223 | -12090778 | -16164892 | -3836839 |
Profit Factor | 7.126 | 9.672 | 2.629 | 1.9706 | 1.4721 | 3.3649 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 49.1525 | 43.3333 | 55.1724 | 49.1525 | 43.3333 | 55.1724 |
Ratio Avg Win / Avg Loss | 7.3717 | 12.6481 | 2.1361 | 2.0385 | 1.9251 | 2.734 |
Largest Winning Trade | 1346691 | 1346691 | 66346 | 20004668 | 15028187 | 20004668 |
Largest Losing Trade | -26084 | -26084 | -21126 | -8102766 | -8102766 | -2335027 |
Avg Bars in Trades | 78 | 73 | 83 | 78 | 73 | 83 |
Avg Bars in Winners | 112 | 121 | 105 | 112 | 121 | 105 |
Avg Bars in Losers | 45 | 36 | 57 | 45 | 36 | 57 |
Bars Traded | 4635 | 2204 | 2431 | 4635 | 2204 | 2431 |
Profit Streak | 0 | 0 | 78.1239 | 0 | 0 | 78.1239 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -160972 | 561096 | -244150 | -167502 | 281513 | 577108 |
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{ "first_band": { "type": "sma", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 69, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 69, "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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