Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1066236.0005 | 265394.9009 | -1331630.9014 | 169763820.9971 | -50916174.0033 | 220679995.0004 |
Total P&L (%) | -1066.236 | 265.3949 | -1331.6309 | 169763.821 | -50916.174 | 220679.995 |
Avg Daily Profit (%) | -0.4712 | 0.1173 | -0.5884 | 0.3292 | 0 | 0.3408 |
Buy And Hold Return (%) | 12086.9385 | 12086.9385 | 12086.9385 | 12086.9385 | 12086.9385 | 12086.9385 |
Max Trade Drawdown | -1351136 | -46898 | -1445104 | -79565045 | -98495881 | -37460833 |
Profit Factor | 0.4802 | 1.879 | 0.2389 | 1.6101 | 0.7209 | 3.302 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 75 | 36 | 39 | 61 | 29 | 32 |
Losing Trades | 53 | 28 | 25 | 67 | 35 | 32 |
Profitability (%) | 58.5938 | 56.25 | 60.9375 | 47.6563 | 45.3125 | 50 |
Ratio Avg Win / Avg Loss | 0.3394 | 1.4615 | 0.1531 | 1.7684 | 0.87 | 3.302 |
Largest Winning Trade | 66289 | 66289 | 34205 | 202945896 | 44124913 | 202945896 |
Largest Losing Trade | -585913 | -37365 | -585913 | -34258798 | -34258798 | -10866093 |
Avg Bars in Trades | 33 | 35 | 31 | 33 | 35 | 31 |
Avg Bars in Winners | 34 | 35 | 32 | 36 | 43 | 29 |
Avg Bars in Losers | 32 | 34 | 29 | 30 | 27 | 33 |
Bars Traded | 4266 | 2241 | 2025 | 4266 | 2241 | 2025 |
Profit Streak | 0 | 0 | 114.6238 | 0 | 0 | 114.6238 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579324 | -338130 | -717187 | 418235 | -722059 | -122273 |
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{ "first_band": { "type": "linreg", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 52, "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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