Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 456395.3017 | 395070.7969 | 61324.5048 | 149143.8978 | 152759.8467 | -3615.9489 |
Total P&L (%) | 456.3953 | 395.0708 | 61.3245 | 149.1439 | 152.7598 | -3.6159 |
Avg Daily Profit (%) | 0.2448 | 0.2119 | 0.0329 | 0.049 | 0.0498 | -0.002 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116994 | -118356 | -132938 | -870184 | -731285 | -580965 |
Profit Factor | 1.9101 | 2.8071 | 1.2168 | 1.0609 | 1.1394 | 0.9973 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 45.9016 | 38.7097 | 53.3333 | 45.9016 | 38.7097 | 53.3333 |
Ratio Avg Win / Avg Loss | 2.2512 | 4.4446 | 1.0647 | 1.2504 | 1.804 | 0.8727 |
Largest Winning Trade | 293469 | 293469 | 47530 | 503082 | 503082 | 320596 |
Largest Losing Trade | -49381 | -42599 | -49381 | -300736 | -300736 | -273572 |
Avg Bars in Trades | 58 | 56 | 59 | 58 | 56 | 59 |
Avg Bars in Winners | 80 | 82 | 79 | 80 | 82 | 79 |
Avg Bars in Losers | 38 | 40 | 36 | 38 | 40 | 36 |
Bars Traded | 3543 | 1759 | 1784 | 3543 | 1759 | 1784 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -155962 | 311412 | -149559 | -448578 | -196995 | -580393 |
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{ "first_band": { "type": "dcm", "factors": { "length": 7, "offset": 61 } }, "second_band": { "type": "linreg", "factors": { "length": 121, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 7, "offset": 61 } }, "second_band": { "type": "linreg", "factors": { "length": 121, "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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