Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2430106.6029 | -22914.193 | -2407192.4099 | -2099152.3472 | -19064063.3865 | 16964911.0392 |
Total P&L (%) | -2430.1066 | -22.9142 | -2407.1924 | -2099.1523 | -19064.0634 | 16964.911 |
Avg Daily Profit (%) | -1.3107 | -0.0124 | -1.2984 | 0 | 0 | 0.2776 |
Buy And Hold Return (%) | 6678.4853 | 6678.4853 | 6678.4853 | 6678.4853 | 6678.4853 | 6678.4853 |
Max Trade Drawdown | -2496245 | -139720 | -2439818 | -24521642 | -20529225 | -7540207 |
Profit Factor | 0.1476 | 0.9007 | 0.0813 | 0.9451 | 0.227 | 2.2481 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 59 | 29 | 30 | 38 | 16 | 22 |
Losing Trades | 21 | 11 | 10 | 42 | 24 | 18 |
Profitability (%) | 73.75 | 72.5 | 75 | 47.5 | 40 | 55 |
Ratio Avg Win / Avg Loss | 0.0525 | 0.3417 | 0.0271 | 1.0446 | 0.3405 | 1.8393 |
Largest Winning Trade | 17213 | 17213 | 16953 | 21020030 | 1767366 | 21020030 |
Largest Losing Trade | -1613020 | -61927 | -1613020 | -10139780 | -10139780 | -5653665 |
Avg Bars in Trades | 64 | 61 | 67 | 64 | 61 | 67 |
Avg Bars in Winners | 27 | 32 | 22 | 57 | 50 | 61 |
Avg Bars in Losers | 170 | 138 | 205 | 71 | 68 | 75 |
Bars Traded | 5167 | 2451 | 2716 | 5167 | 2451 | 2716 |
Profit Streak | 35.7973 | 146.7973 | 0 | 0 | 0 | 87.1306 |
Trades During Streak | 1 | 5 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -600656 | -576419 | -577509 | -603861 | -584638 | 385012 |
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{ "first_band": { "type": "linreg", "factors": { "length": 12, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 149, "offset": 0 } } }
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{ "first_band": { "type": "linreg", "factors": { "length": 12, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 149, "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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