Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -951166.7747 | 9940.1205 | -961106.8952 | 1571745.5642 | -9657893.3855 | 11229638.9498 |
Total P&L (%) | -951.1668 | 9.9401 | -961.1069 | 1571.7456 | -9657.8934 | 11229.639 |
Avg Daily Profit (%) | -0.5065 | 0.0053 | -0.5118 | 0.1501 | 0 | 0.2522 |
Buy And Hold Return (%) | 532.6657 | 532.6657 | 532.6657 | 532.6657 | 532.6657 | 532.6657 |
Max Trade Drawdown | -1024644 | -130039 | -1037753 | -6689931 | -9721748 | -2025176 |
Profit Factor | 0.2758 | 1.0545 | 0.1504 | 1.0984 | 0.1846 | 3.7233 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 37 | 18 | 19 | 35 | 15 | 20 |
Losing Trades | 21 | 11 | 10 | 23 | 14 | 9 |
Profitability (%) | 63.7931 | 62.069 | 65.5172 | 60.3448 | 51.7241 | 68.9655 |
Ratio Avg Win / Avg Loss | 0.1566 | 0.6444 | 0.0791 | 0.7218 | 0.1723 | 1.6755 |
Largest Winning Trade | 70715 | 70715 | 21528 | 10072341 | 871077 | 10072341 |
Largest Losing Trade | -578351 | -64482 | -578351 | -5371898 | -5371898 | -1002450 |
Avg Bars in Trades | 59 | 67 | 51 | 59 | 67 | 51 |
Avg Bars in Winners | 13 | 20 | 7 | 24 | 17 | 29 |
Avg Bars in Losers | 140 | 145 | 134 | 113 | 121 | 100 |
Bars Traded | 3452 | 1967 | 1485 | 3452 | 1967 | 1485 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -758489 | -512223 | -578821 | -287620 | -580609 | 638850 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 58, "offset": 181 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 58, "offset": 181 } } }
# | 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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