Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 926460.4639 | 879626.7923 | 46833.6716 | 13211552.0706 | 11192155.374 | 2019396.6966 |
Total P&L (%) | 926.4605 | 879.6268 | 46.8337 | 13211.5521 | 11192.1554 | 2019.3967 |
Avg Daily Profit (%) | 0.3768 | 0.3578 | 0.0191 | 0.1991 | 0.1924 | 0.1243 |
Buy And Hold Return (%) | 3916.6005 | 3916.6005 | 3916.6005 | 3916.6005 | 3916.6005 | 3916.6005 |
Max Trade Drawdown | -119321 | -103905 | -89584 | -9436732 | -9654760 | -7349366 |
Profit Factor | 2.8432 | 5.5288 | 1.1519 | 1.4029 | 1.6247 | 1.1357 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Losing Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Profitability (%) | 54.878 | 60.9756 | 48.7805 | 54.878 | 60.9756 | 48.7805 |
Ratio Avg Win / Avg Loss | 2.3377 | 3.5384 | 1.2094 | 1.1535 | 1.0398 | 1.1925 |
Largest Winning Trade | 219561 | 219561 | 58923 | 6819568 | 6819568 | 3774766 |
Largest Losing Trade | -59278 | -42950 | -59278 | -5414655 | -5414655 | -2228480 |
Avg Bars in Trades | 56 | 60 | 53 | 56 | 60 | 53 |
Avg Bars in Winners | 73 | 70 | 77 | 73 | 70 | 77 |
Avg Bars in Losers | 36 | 43 | 31 | 36 | 43 | 31 |
Bars Traded | 4664 | 2469 | 2195 | 4664 | 2469 | 2195 |
Profit Streak | 62.6377 | 132.1377 | 0 | 62.6377 | 132.1377 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -158387 | -145790 | -387114 | -1622 | 328269 | -264109 |
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{ "first_band": { "type": "linreg", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 18, "offset": 0 } } }
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{ "first_band": { "type": "linreg", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 18, "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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