Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -260321.1001 | 68229.8012 | -328550.9013 | 2251760.0123 | 436068.4528 | 1815691.5595 |
Total P&L (%) | -260.3211 | 68.2298 | -328.5509 | 2251.76 | 436.0685 | 1815.6916 |
Avg Daily Profit (%) | -0.144 | 0.0377 | -0.1817 | 0.1748 | 0.0929 | 0.1634 |
Buy And Hold Return (%) | 24.3031 | 24.3031 | 24.3031 | 24.3031 | 24.3031 | 24.3031 |
Max Trade Drawdown | -505674 | -100376 | -548513 | -542626 | -542626 | -198131 |
Profit Factor | 0.6639 | 1.3563 | 0.4364 | 3.0669 | 1.5078 | 8.8701 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 58 | 28 | 30 | 50 | 23 | 27 |
Losing Trades | 14 | 8 | 6 | 22 | 13 | 9 |
Profitability (%) | 80.5556 | 77.7778 | 83.3333 | 69.4444 | 63.8889 | 75 |
Ratio Avg Win / Avg Loss | 0.1602 | 0.3875 | 0.0873 | 1.3495 | 0.8522 | 2.9567 |
Largest Winning Trade | 25561 | 18915 | 25561 | 579045 | 179908 | 579045 |
Largest Losing Trade | -326327 | -68515 | -326327 | -542626 | -542626 | -179521 |
Avg Bars in Trades | 44 | 49 | 38 | 44 | 49 | 38 |
Avg Bars in Winners | 14 | 15 | 13 | 26 | 19 | 32 |
Avg Bars in Losers | 164 | 167 | 162 | 83 | 102 | 55 |
Bars Traded | 3172 | 1783 | 1389 | 3172 | 1783 | 1389 |
Profit Streak | 145.5322 | 145.5322 | 287.5322 | 145.5322 | 145.5322 | 287.5322 |
Trades During Streak | 13 | 6 | 9 | 13 | 6 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -658689 | -141967 | -575089 | -66763 | -65992 | 754921 |
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{ "first_band": { "type": "linreg", "factors": { "length": 7, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 209, "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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