Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -842320.5921 | 18044.6037 | -860365.1958 | 775367.6415 | 3192964.545 | -2417596.9035 |
Total P&L (%) | -842.3206 | 18.0446 | -860.3652 | 775.3676 | 3192.9645 | -2417.5969 |
Avg Daily Profit (%) | -0.3478 | 0.0075 | -0.3553 | 0.0896 | 0.1444 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1113169 | -26486 | -1102653 | -11261313 | -676754 | -11324346 |
Profit Factor | 0.4212 | 1.1673 | 0.3615 | 1.0491 | 3.2656 | 0.8317 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 41 | 16 | 25 | 43 | 18 | 25 |
Losing Trades | 24 | 17 | 7 | 22 | 15 | 7 |
Profitability (%) | 63.0769 | 48.4848 | 78.125 | 66.1538 | 54.5455 | 78.125 |
Ratio Avg Win / Avg Loss | 0.2465 | 1.2402 | 0.1012 | 0.5368 | 2.7214 | 0.2329 |
Largest Winning Trade | 39677 | 29457 | 39677 | 4268483 | 2679432 | 4268483 |
Largest Losing Trade | -772739 | -12936 | -772739 | -11184941 | -676754 | -11184941 |
Avg Bars in Trades | 189 | 22 | 362 | 189 | 22 | 362 |
Avg Bars in Winners | 147 | 24 | 226 | 176 | 22 | 287 |
Avg Bars in Losers | 262 | 21 | 848 | 216 | 23 | 631 |
Bars Traded | 12346 | 747 | 11599 | 12346 | 747 | 11599 |
Profit Streak | 281.8407 | 460.8407 | 281.8407 | 281.8407 | 460.8407 | 281.8407 |
Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -713690 | -226556 | -576195 | -373538 | 309025 | -576195 |
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{ "first_band": { "type": "linreg", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 57, "offset": 0 } } }
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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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