Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -9094538.644 | 39862.5616 | -9134401.2056 | 134180840.2086 | -7247331.6702 | 141428171.8788 |
Total P&L (%) | -9094.5386 | 39.8626 | -9134.4012 | 134180.8402 | -7247.3317 | 141428.1719 |
Avg Daily Profit (%) | -4.8821 | 0.0214 | -4.9035 | 0.3874 | 0 | 0.3902 |
Buy And Hold Return (%) | 8351.0048 | 8351.0048 | 8351.0048 | 8351.0048 | 8351.0048 | 8351.0048 |
Max Trade Drawdown | -9198817 | -66646 | -9193036 | -83874694 | -36947707 | -70170462 |
Profit Factor | 0.0481 | 1.3534 | 0.0325 | 1.6021 | 0.8754 | 1.8587 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 38 | 21 | 17 | 30 | 16 | 14 |
Losing Trades | 21 | 9 | 12 | 29 | 14 | 15 |
Profitability (%) | 64.4068 | 70 | 58.6207 | 50.8475 | 53.3333 | 48.2759 |
Ratio Avg Win / Avg Loss | 0.0266 | 0.58 | 0.0229 | 1.5487 | 0.766 | 1.9915 |
Largest Winning Trade | 48087 | 40383 | 48087 | 210648457 | 13327028 | 210648457 |
Largest Losing Trade | -8631983 | -43407 | -8631983 | -70170462 | -22939002 | -70170462 |
Avg Bars in Trades | 174 | 40 | 313 | 174 | 40 | 313 |
Avg Bars in Winners | 102 | 30 | 190 | 131 | 51 | 224 |
Avg Bars in Losers | 306 | 64 | 487 | 219 | 28 | 396 |
Bars Traded | 10311 | 1224 | 9087 | 10311 | 1224 | 9087 |
Profit Streak | 85.1534 | 190.4867 | 0 | 85.1534 | 190.4867 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -757852 | -327404 | -579715 | -166160 | -579034 | 448759 |
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{ "first_band": { "type": "linreg", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 180, "offset": 63 } } }
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{ "first_band": { "type": "linreg", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 180, "offset": 63 } } }
# | 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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