Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -518042.5641 | 237772.3078 | -755814.8719 | -3341027.598 | -14410069.6991 | 11069042.1011 |
Total P&L (%) | -518.0426 | 237.7723 | -755.8149 | -3341.0276 | -14410.0697 | 11069.0421 |
Avg Daily Profit (%) | -0.284 | 0.1303 | -0.4143 | 0 | 0 | 0.2588 |
Buy And Hold Return (%) | 736.7901 | 736.7901 | 736.7901 | 736.7901 | 736.7901 | 736.7901 |
Max Trade Drawdown | -696408 | -123863 | -826880 | -34022220 | -26465230 | -12276619 |
Profit Factor | 0.6317 | 1.8823 | 0.3353 | 0.9494 | 0.5953 | 1.3631 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 51 | 25 | 26 | 42 | 21 | 21 |
Losing Trades | 29 | 15 | 14 | 38 | 19 | 19 |
Profitability (%) | 63.75 | 62.5 | 65 | 52.5 | 52.5 | 52.5 |
Ratio Avg Win / Avg Loss | 0.3592 | 1.1294 | 0.1806 | 0.859 | 0.5386 | 1.2333 |
Largest Winning Trade | 108057 | 108057 | 50083 | 22764839 | 4287080 | 22764839 |
Largest Losing Trade | -569786 | -68740 | -569786 | -20571687 | -20571687 | -8981902 |
Avg Bars in Trades | 89 | 76 | 102 | 89 | 76 | 102 |
Avg Bars in Winners | 76 | 61 | 91 | 91 | 74 | 108 |
Avg Bars in Losers | 111 | 100 | 122 | 86 | 78 | 94 |
Bars Traded | 7138 | 3057 | 4081 | 7138 | 3057 | 4081 |
Profit Streak | 18.0776 | 73.0776 | 0 | 0 | 0 | 110.0776 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -601930 | -179720 | -578805 | -604231 | -580425 | 371526 |
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{ "first_band": { "type": "linreg", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 106, "offset": 0 } } }
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{ "first_band": { "type": "linreg", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 106, "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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