Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1560603.2027 | 1662645.1747 | -102041.972 | -471340.4648 | -191961.3109 | -279379.154 |
Total P&L (%) | 1560.6032 | 1662.6452 | -102.042 | -471.3405 | -191.9613 | -279.3792 |
Avg Daily Profit (%) | 0.6583 | 0.7013 | -0.043 | 0 | 0 | 0 |
Buy And Hold Return (%) | 608.9661 | 608.9661 | 608.9661 | 608.9661 | 608.9661 | 608.9661 |
Max Trade Drawdown | -192916 | -74943 | -256944 | -661865 | -399709 | -374222 |
Profit Factor | 3.6732 | 9.3418 | 0.7346 | 0.6955 | 0.7376 | 0.6577 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 27 | 14 | 13 | 34 | 17 | 17 |
Losing Trades | 39 | 19 | 20 | 32 | 16 | 16 |
Profitability (%) | 40.9091 | 42.4242 | 39.3939 | 51.5152 | 51.5152 | 51.5152 |
Ratio Avg Win / Avg Loss | 5.3057 | 12.6782 | 1.1302 | 0.6546 | 0.6942 | 0.619 |
Largest Winning Trade | 1670283 | 1670283 | 51885 | 106411 | 94751 | 106411 |
Largest Losing Trade | -153598 | -29071 | -153598 | -339591 | -339591 | -189899 |
Avg Bars in Trades | 137 | 111 | 162 | 137 | 111 | 162 |
Avg Bars in Winners | 247 | 170 | 330 | 67 | 55 | 79 |
Avg Bars in Losers | 60 | 68 | 53 | 211 | 171 | 251 |
Bars Traded | 9046 | 3682 | 5364 | 9046 | 3682 | 5364 |
Profit Streak | 0 | 0 | 0 | 75.4343 | 251.1843 | 75.4343 |
Trades During Streak | 0 | 0 | 0 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -117036 | 523043 | -583260 | -707709 | -579635 | -580048 |
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{ "first_band": { "type": "dcm", "factors": { "length": 152, "offset": 229 } }, "second_band": { "type": "linreg", "factors": { "length": 166, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 152, "offset": 229 } }, "second_band": { "type": "linreg", "factors": { "length": 166, "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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