Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3488933.5239 | -31633.0993 | -3457300.4246 | -739784.134 | -17718408.2518 | 16978624.1179 |
Total P&L (%) | -3488.9335 | -31.6331 | -3457.3004 | -739.7841 | -17718.4083 | 16978.6241 |
Avg Daily Profit (%) | -1.5084 | -0.0137 | -1.4947 | 0 | 0 | 0.2225 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -3643623 | -137014 | -3546316 | -29461679 | -22111092 | -21347766 |
Profit Factor | 0.1679 | 0.8825 | 0.1188 | 0.9884 | 0.3619 | 1.4732 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 38 | 19 | 19 | 43 | 23 | 20 |
Losing Trades | 40 | 20 | 20 | 35 | 16 | 19 |
Profitability (%) | 48.7179 | 48.7179 | 48.7179 | 55.1282 | 58.9744 | 51.2821 |
Ratio Avg Win / Avg Loss | 0.1767 | 0.929 | 0.1251 | 0.8045 | 0.2518 | 1.3995 |
Largest Winning Trade | 66454 | 54402 | 66454 | 19166279 | 2108732 | 19166279 |
Largest Losing Trade | -3270133 | -51620 | -3270133 | -14347810 | -14347810 | -11398383 |
Avg Bars in Trades | 54 | 22 | 87 | 54 | 22 | 87 |
Avg Bars in Winners | 47 | 16 | 79 | 39 | 14 | 68 |
Avg Bars in Losers | 61 | 28 | 94 | 73 | 33 | 106 |
Bars Traded | 4275 | 882 | 3393 | 4275 | 882 | 3393 |
Profit Streak | 0 | 0 | 151.6522 | 68.6522 | 140.6522 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -620054 | -580978 | -580681 | -618332 | -578745 | 344122 |
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{ "first_band": { "type": "linreg", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 27, "offset": 0 } } }
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{ "first_band": { "type": "linreg", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 27, "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) |
---|