Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 220558.7425 | 127741.484 | 92817.2585 | 51819.0733 | -6.25 | 51825.3233 |
Total P&L (%) | 220.5587 | 127.7415 | 92.8173 | 51.8191 | -0.0063 | 51.8253 |
Avg Daily Profit (%) | 0.2149 | 0.1245 | 0.0905 | 0.0407 | 0 | 0.0407 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153013 | -124429 | -65843 | -252411 | -207041 | -64555 |
Profit Factor | 1.3783 | 1.3888 | 1.3648 | 1.0742 | 1 | 1.1834 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Losing Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Profitability (%) | 55.0459 | 55.5556 | 54.5455 | 55.0459 | 55.5556 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.1256 | 1.111 | 1.1374 | 0.8773 | 0.8 | 0.9862 |
Largest Winning Trade | 71826 | 71826 | 30203 | 68428 | 68428 | 29342 |
Largest Losing Trade | -51164 | -51164 | -43438 | -106350 | -106350 | -41284 |
Avg Bars in Trades | 108 | 138 | 77 | 108 | 138 | 77 |
Avg Bars in Winners | 113 | 142 | 84 | 113 | 142 | 84 |
Avg Bars in Losers | 100 | 133 | 69 | 100 | 133 | 69 |
Bars Traded | 11779 | 7494 | 4285 | 11779 | 7494 | 4285 |
Profit Streak | 11.4485 | 0 | 218.6152 | 11.4485 | 0 | 218.6152 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355969 | -205536 | -249760 | -278772 | -760113 | -338226 |
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{ "first_band": { "type": "linreg", "factors": { "length": 235, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 161, "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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