Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 237862.819 | 176759.7241 | 61103.095 | -46985.2746 | -69020.0115 | 22034.7369 |
Total P&L (%) | 237.8628 | 176.7597 | 61.1031 | -46.9853 | -69.02 | 22.0347 |
Avg Daily Profit (%) | 0.23 | 0.1709 | 0.0591 | -0.0614 | -0.1133 | 0.0193 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144122 | -117555 | -104247 | -144561 | -137840 | -73079 |
Profit Factor | 1.3196 | 1.3926 | 1.2078 | 0.9178 | 0.8139 | 1.1098 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 68 | 31 | 37 | 68 | 31 | 37 |
Losing Trades | 56 | 31 | 25 | 56 | 31 | 25 |
Profitability (%) | 54.8387 | 50 | 59.6774 | 54.8387 | 50 | 59.6774 |
Ratio Avg Win / Avg Loss | 1.0867 | 1.3926 | 0.8161 | 0.7558 | 0.8139 | 0.7498 |
Largest Winning Trade | 146049 | 146049 | 28604 | 34984 | 34984 | 19182 |
Largest Losing Trade | -70702 | -70702 | -67911 | -56492 | -55216 | -56492 |
Avg Bars in Trades | 24 | 28 | 19 | 24 | 28 | 19 |
Avg Bars in Winners | 24 | 25 | 22 | 24 | 25 | 22 |
Avg Bars in Losers | 24 | 31 | 14 | 24 | 31 | 14 |
Bars Traded | 3008 | 1790 | 1218 | 3008 | 1790 | 1218 |
Profit Streak | 0 | 0 | 18.1986 | 0 | 0 | 18.1986 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335349 | -145880 | -268837 | -579544 | -734680 | -426201 |
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{ "first_band": { "type": "linreg", "factors": { "length": 37, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 34, "offset": 0 } } }
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{ "first_band": { "type": "linreg", "factors": { "length": 37, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 34, "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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