Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 300792.3934 | 340811.5075 | -40019.1141 | -86174.9387 | 33220.4948 | -119395.4336 |
Total P&L (%) | 300.7924 | 340.8115 | -40.0191 | -86.1749 | 33.2205 | -119.3954 |
Avg Daily Profit (%) | 0.1888 | 0.2139 | -0.0251 | -0.1241 | 0.018 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -375768 | -202185 | -209124 | -998347 | -513840 | -650720 |
Profit Factor | 1.2135 | 1.4793 | 0.9427 | 0.9679 | 1.0233 | 0.9053 |
Total Trades | 365 | 182 | 183 | 365 | 182 | 183 |
Winning Trades | 155 | 76 | 79 | 155 | 76 | 79 |
Losing Trades | 210 | 106 | 104 | 210 | 106 | 104 |
Profitability (%) | 42.4658 | 41.7582 | 43.1694 | 42.4658 | 41.7582 | 43.1694 |
Ratio Avg Win / Avg Loss | 1.644 | 2.0633 | 1.241 | 1.3114 | 1.4272 | 1.1918 |
Largest Winning Trade | 351630 | 351630 | 44846 | 351756 | 351756 | 136648 |
Largest Losing Trade | -59230 | -43968 | -59230 | -153402 | -153402 | -119919 |
Avg Bars in Trades | 51 | 60 | 41 | 51 | 60 | 41 |
Avg Bars in Winners | 62 | 73 | 51 | 62 | 73 | 51 |
Avg Bars in Losers | 42 | 51 | 33 | 42 | 51 | 33 |
Bars Traded | 18640 | 11093 | 7547 | 18640 | 11093 | 7547 |
Profit Streak | 30.8989 | 30.8989 | 30.9823 | 30.8989 | 30.8989 | 30.9823 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310693 | 279484 | -580364 | -578672 | -368818 | -580364 |
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{ "first_band": { "type": "linreg", "factors": { "length": 219, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 60, "offset": 0 } } }
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{ "first_band": { "type": "linreg", "factors": { "length": 219, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 60, "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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