Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1680047.6048 | 1462344.5881 | 217703.0168 | 9689096.091 | 16459027.3389 | -6769931.2479 |
Total P&L (%) | 1680.0476 | 1462.3446 | 217.703 | 9689.0961 | 16459.0273 | -6769.9312 |
Avg Daily Profit (%) | 0.7071 | 0.6155 | 0.0916 | 0.1931 | 0.2153 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160489 | -93196 | -90509 | -100579856 | -47085540 | -61554330 |
Profit Factor | 3.6138 | 4.7977 | 1.8448 | 1.0448 | 1.1323 | 0.9264 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 42.3077 | 38.4615 | 46.1538 | 42.3077 | 38.4615 | 46.1538 |
Ratio Avg Win / Avg Loss | 4.9279 | 7.6762 | 2.1523 | 1.4247 | 1.8116 | 1.0807 |
Largest Winning Trade | 927416 | 927416 | 70002 | 55919652 | 55919652 | 15280235 |
Largest Losing Trade | -46707 | -46707 | -28546 | -31505952 | -24158815 | -31505952 |
Avg Bars in Trades | 58 | 66 | 49 | 58 | 66 | 49 |
Avg Bars in Winners | 92 | 105 | 80 | 92 | 105 | 80 |
Avg Bars in Losers | 33 | 42 | 22 | 33 | 42 | 22 |
Bars Traded | 4524 | 2599 | 1925 | 4524 | 2599 | 1925 |
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 | -22618 | 531674 | -68612 | -205058 | -70228 | -580586 |
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{ "first_band": { "type": "linreg", "factors": { "length": 203, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 7, "offset": 0 } } }
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{ "first_band": { "type": "linreg", "factors": { "length": 203, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 7, "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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