Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -731633.3199 | -3266.3481 | -728366.9718 | 5367205.4613 | 136689.3007 | 5230516.1606 |
Total P&L (%) | -731.6333 | -3.2663 | -728.367 | 5367.2055 | 136.6893 | 5230.5162 |
Avg Daily Profit (%) | -0.3086 | -0.0014 | -0.3073 | 0.1689 | 0.0364 | 0.1679 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1058106 | -70428 | -1035981 | -804836 | -878147 | -360585 |
Profit Factor | 0.4138 | 0.9801 | 0.3282 | 3.0223 | 1.0812 | 6.3908 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 61 | 28 | 33 | 55 | 25 | 30 |
Losing Trades | 14 | 9 | 5 | 20 | 12 | 8 |
Profitability (%) | 81.3333 | 75.6757 | 86.8421 | 73.3333 | 67.5676 | 78.9474 |
Ratio Avg Win / Avg Loss | 0.095 | 0.315 | 0.0497 | 1.099 | 0.519 | 1.7042 |
Largest Winning Trade | 50751 | 30075 | 50751 | 1840565 | 514629 | 1840565 |
Largest Losing Trade | -836365 | -51043 | -836365 | -484099 | -484099 | -360585 |
Avg Bars in Trades | 59 | 24 | 93 | 59 | 24 | 93 |
Avg Bars in Winners | 29 | 9 | 46 | 40 | 11 | 64 |
Avg Bars in Losers | 190 | 68 | 409 | 111 | 49 | 204 |
Bars Traded | 4454 | 888 | 3566 | 4454 | 888 | 3566 |
Profit Streak | 201.1733 | 201.1733 | 491.1733 | 201.1733 | 201.1733 | 491.1733 |
Trades During Streak | 9 | 4 | 9 | 9 | 4 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -636244 | -575779 | -574769 | -44025 | -273286 | 773950 |
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{ "first_band": { "type": "linreg", "factors": { "length": 6, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 142, "offset": 102 } } }
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{ "first_band": { "type": "linreg", "factors": { "length": 6, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 142, "offset": 102 } } }
# | 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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