Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7470111.4927 | 313992.2978 | -7784103.7905 | 530747974.5433 | -152037862.3805 | 682785836.9239 |
Total P&L (%) | -7470.1115 | 313.9923 | -7784.1038 | 530747.9745 | -152037.8624 | 682785.8369 |
Avg Daily Profit (%) | -3.301 | 0.1388 | -3.4397 | 0.3797 | 0 | 0.3909 |
Buy And Hold Return (%) | 11942.1009 | 11942.1009 | 11942.1009 | 11942.1009 | 11942.1009 | 11942.1009 |
Max Trade Drawdown | -7844937 | -75337 | -7896684 | -600842565 | -418844996 | -244745361 |
Profit Factor | 0.0949 | 2.8959 | 0.0376 | 1.6505 | 0.7321 | 3.7484 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 41 | 19 | 22 | 33 | 18 | 15 |
Losing Trades | 19 | 11 | 8 | 27 | 12 | 15 |
Profitability (%) | 68.3333 | 63.3333 | 73.3333 | 55 | 60 | 50 |
Ratio Avg Win / Avg Loss | 0.044 | 1.6766 | 0.0137 | 1.3504 | 0.4881 | 3.7484 |
Largest Winning Trade | 66502 | 66502 | 39406 | 571139517 | 117338420 | 571139517 |
Largest Losing Trade | -7844937 | -38994 | -7844937 | -230966479 | -230966479 | -53127183 |
Avg Bars in Trades | 106 | 112 | 101 | 106 | 112 | 101 |
Avg Bars in Winners | 64 | 75 | 55 | 119 | 117 | 120 |
Avg Bars in Losers | 197 | 175 | 228 | 91 | 103 | 82 |
Bars Traded | 6409 | 3365 | 3044 | 6409 | 3365 | 3044 |
Profit Streak | 126.5897 | 126.5897 | 232.2563 | 126.5897 | 126.5897 | 728.923 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -750380 | -164988 | -576421 | -159742 | -578144 | 644137 |
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{ "first_band": { "type": "linreg", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 148, "offset": 0, "poles": 3 } } }
# | 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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