Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 728842.2627 | 446172.2913 | 282669.9713 | 9236059.223 | 7532112.4825 | 1703946.7405 |
Total P&L (%) | 728.8423 | 446.1723 | 282.67 | 9236.0592 | 7532.1125 | 1703.9467 |
Avg Daily Profit (%) | 0.4343 | 0.2659 | 0.1684 | 0.2707 | 0.2587 | 0.1725 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84997 | -87757 | -43202 | -10690372 | -5856532 | -5207114 |
Profit Factor | 2.1151 | 2.3082 | 1.9045 | 1.3679 | 1.541 | 1.1523 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 87 | 48 | 39 | 87 | 48 | 39 |
Losing Trades | 103 | 47 | 56 | 103 | 47 | 56 |
Profitability (%) | 45.7895 | 50.5263 | 41.0526 | 45.7895 | 50.5263 | 41.0526 |
Ratio Avg Win / Avg Loss | 2.5041 | 2.2601 | 2.7347 | 1.6194 | 1.5089 | 1.6546 |
Largest Winning Trade | 194975 | 194975 | 56700 | 6590814 | 6590814 | 2527942 |
Largest Losing Trade | -20491 | -20491 | -18828 | -3740404 | -3740404 | -2122795 |
Avg Bars in Trades | 104 | 89 | 119 | 104 | 89 | 119 |
Avg Bars in Winners | 148 | 113 | 192 | 148 | 113 | 192 |
Avg Bars in Losers | 66 | 63 | 69 | 66 | 63 | 69 |
Bars Traded | 19828 | 8457 | 11371 | 19828 | 8457 | 11371 |
Profit Streak | 0 | 102.6822 | 0 | 0 | 102.6822 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 483136 | 494683 | 258738 | 345927 | 445280 | -47819 |
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{ "first_band": { "type": "dcm", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 98, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 98, "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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