Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1619753.6993 | 1468738.0484 | 151015.6509 | 31731984.4551 | 21758362.8653 | 9973621.5898 |
Total P&L (%) | 1619.7537 | 1468.738 | 151.0157 | 31731.9845 | 21758.3629 | 9973.6216 |
Avg Daily Profit (%) | 0.8927 | 0.8094 | 0.0832 | 0.3181 | 0.2973 | 0.2545 |
Buy And Hold Return (%) | 781.2414 | 781.2414 | 781.2414 | 781.2414 | 781.2414 | 781.2414 |
Max Trade Drawdown | -75575 | -58385 | -55607 | -42751131 | -24154201 | -23668008 |
Profit Factor | 4.2702 | 6.9943 | 1.6034 | 1.3286 | 1.4415 | 1.211 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Profitability (%) | 36.6071 | 35.7143 | 37.5 | 36.6071 | 35.7143 | 37.5 |
Ratio Avg Win / Avg Loss | 7.3947 | 12.5897 | 2.6723 | 2.3008 | 2.5948 | 2.0183 |
Largest Winning Trade | 812575 | 812575 | 71608 | 24050491 | 20849420 | 24050491 |
Largest Losing Trade | -26971 | -26971 | -22529 | -8898981 | -8898981 | -4712473 |
Avg Bars in Trades | 30 | 32 | 29 | 30 | 32 | 29 |
Avg Bars in Winners | 59 | 61 | 57 | 59 | 61 | 57 |
Avg Bars in Losers | 14 | 15 | 12 | 14 | 15 | 12 |
Bars Traded | 3452 | 1810 | 1642 | 3452 | 1810 | 1642 |
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 | 331029 | -171875 | -429496 | 198233 | -174959 | -175761 |
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{ "first_band": { "type": "linreg", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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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