Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2316169.6128 | -100404.2253 | -2215765.3875 | -212315.9305 | 23444660.7304 | -23656976.6608 |
Total P&L (%) | -2316.1696 | -100.4042 | -2215.7654 | -212.3159 | 23444.6607 | -23656.9767 |
Avg Daily Profit (%) | -0.9986 | -0.0433 | -0.9553 | 0 | 0.2357 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -2441979 | -190233 | -2297391 | -31509192 | -2561321 | -31783694 |
Profit Factor | 0.2237 | 0.7511 | 0.1412 | 0.9942 | 7.3408 | 0.2748 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 41 | 17 | 24 | 27 | 16 | 11 |
Losing Trades | 26 | 16 | 10 | 40 | 17 | 23 |
Profitability (%) | 61.194 | 51.5152 | 70.5882 | 40.2985 | 48.4848 | 32.3529 |
Ratio Avg Win / Avg Loss | 0.1419 | 0.7069 | 0.0589 | 1.4728 | 7.7996 | 0.5745 |
Largest Winning Trade | 53672 | 53672 | 46375 | 15216043 | 15216043 | 2243247 |
Largest Losing Trade | -1753311 | -81251 | -1753311 | -21932133 | -1837641 | -21932133 |
Avg Bars in Trades | 128 | 143 | 113 | 128 | 143 | 113 |
Avg Bars in Winners | 54 | 59 | 50 | 187 | 209 | 155 |
Avg Bars in Losers | 245 | 233 | 263 | 88 | 82 | 92 |
Bars Traded | 8590 | 4748 | 3842 | 8590 | 4748 | 3842 |
Profit Streak | 86.039 | 86.039 | 129.039 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -698874 | -579645 | -576775 | -704161 | 585268 | -587657 |
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{ "first_band": { "type": "linreg", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 170, "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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