Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -891395.7495 | 65261.4341 | -956657.1836 | 17769331.5625 | -4216626.7524 | 21985958.3149 |
Total P&L (%) | -891.3958 | 65.2614 | -956.6572 | 17769.3316 | -4216.6268 | 21985.9583 |
Avg Daily Profit (%) | -0.5546 | 0.0406 | -0.5952 | 0.3231 | 0 | 0.3364 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1010530 | -76386 | -1061443 | -12325097 | -12859749 | -5371645 |
Profit Factor | 0.4542 | 1.3239 | 0.3319 | 1.706 | 0.7119 | 3.087 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 48 | 21 | 27 | 44 | 22 | 22 |
Losing Trades | 44 | 25 | 19 | 48 | 24 | 24 |
Profitability (%) | 52.1739 | 45.6522 | 58.6957 | 47.8261 | 47.8261 | 47.8261 |
Ratio Avg Win / Avg Loss | 0.4164 | 1.5761 | 0.2335 | 1.861 | 0.7766 | 3.3677 |
Largest Winning Trade | 62110 | 40786 | 62110 | 8944638 | 5099119 | 8944638 |
Largest Losing Trade | -996119 | -38890 | -996119 | -4292853 | -3461662 | -4292853 |
Avg Bars in Trades | 49 | 15 | 84 | 49 | 15 | 84 |
Avg Bars in Winners | 54 | 10 | 89 | 55 | 20 | 91 |
Avg Bars in Losers | 44 | 19 | 77 | 44 | 10 | 78 |
Bars Traded | 4586 | 700 | 3886 | 4586 | 700 | 3886 |
Profit Streak | 0 | 0 | 77.7508 | 0 | 0 | 77.7508 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -580250 | -138984 | -578613 | 422029 | -581272 | 550561 |
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{ "first_band": { "type": "linreg", "factors": { "length": 180, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 33, "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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