Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1641872.1209 | 1480414.3693 | 161457.7515 | 41536284.461 | 27666360.7651 | 13869923.6959 |
Total P&L (%) | 1641.8721 | 1480.4144 | 161.4578 | 41536.2845 | 27666.3608 | 13869.9237 |
Avg Daily Profit (%) | 0.9036 | 0.8148 | 0.0889 | 0.3325 | 0.3101 | 0.2722 |
Buy And Hold Return (%) | 775.2909 | 775.2909 | 775.2909 | 775.2909 | 775.2909 | 775.2909 |
Max Trade Drawdown | -72418 | -51184 | -55607 | -32814646 | -21112916 | -21888686 |
Profit Factor | 4.426 | 7.1315 | 1.679 | 1.4385 | 1.5562 | 1.3084 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Profitability (%) | 38.3929 | 37.5 | 39.2857 | 38.3929 | 37.5 | 39.2857 |
Ratio Avg Win / Avg Loss | 7.1022 | 11.8859 | 2.5948 | 2.3084 | 2.5937 | 2.0221 |
Largest Winning Trade | 812575 | 812575 | 73766 | 23929213 | 20794519 | 23929213 |
Largest Losing Trade | -26971 | -26971 | -22529 | -9809513 | -9809513 | -7565084 |
Avg Bars in Trades | 30 | 32 | 29 | 30 | 32 | 29 |
Avg Bars in Winners | 58 | 65 | 51 | 58 | 65 | 51 |
Avg Bars in Losers | 13 | 12 | 15 | 13 | 12 | 15 |
Bars Traded | 3453 | 1814 | 1639 | 3453 | 1814 | 1639 |
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 | 371151 | -170979 | -420867 | 251842 | -173454 | -174042 |
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{ "first_band": { "type": "linreg", "factors": { "length": 158, "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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