Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1232749.9811 | -20993.2259 | -1211756.7552 | -97077.6078 | -4382214.6624 | 4285137.0546 |
Total P&L (%) | -1232.75 | -20.9932 | -1211.7568 | -97.0776 | -4382.2147 | 4285.1371 |
Avg Daily Profit (%) | -0.6848 | -0.0117 | -0.6731 | -0.196 | 0 | 0.2102 |
Buy And Hold Return (%) | 296.8179 | 296.8179 | 296.8179 | 296.8179 | 296.8179 | 296.8179 |
Max Trade Drawdown | -1318576 | -222333 | -1235470 | -5942818 | -6913080 | -1120450 |
Profit Factor | 0.3199 | 0.9448 | 0.1541 | 0.991 | 0.4971 | 3.0388 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 32 | 16 | 16 | 32 | 15 | 17 |
Losing Trades | 30 | 15 | 15 | 30 | 16 | 14 |
Profitability (%) | 51.6129 | 51.6129 | 51.6129 | 51.6129 | 48.3871 | 54.8387 |
Ratio Avg Win / Avg Loss | 0.2999 | 0.8857 | 0.1444 | 0.9291 | 0.5302 | 2.5026 |
Largest Winning Trade | 87038 | 87038 | 27515 | 4075744 | 2766422 | 4075744 |
Largest Losing Trade | -717811 | -63527 | -717811 | -3107239 | -3107239 | -899688 |
Avg Bars in Trades | 111 | 140 | 82 | 111 | 140 | 82 |
Avg Bars in Winners | 83 | 100 | 67 | 85 | 92 | 79 |
Avg Bars in Losers | 141 | 182 | 99 | 139 | 184 | 86 |
Bars Traded | 6908 | 4343 | 2565 | 6908 | 4343 | 2565 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -739068 | -580608 | -580608 | -739068 | -581445 | 522630 |
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{ "first_band": { "type": "linreg", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 147, "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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