Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 450162.4364 | 421406.5556 | 28755.8808 | -39869.9448 | 465433.4541 | -505303.3989 |
Total P&L (%) | 450.1624 | 421.4066 | 28.7559 | -39.8699 | 465.4335 | -505.3034 |
Avg Daily Profit (%) | 0.1884 | 0.1764 | 0.012 | -0.0213 | 0.0725 | 0 |
Buy And Hold Return (%) | 94.7317 | 94.7317 | 94.7317 | 94.7317 | 94.7317 | 94.7317 |
Max Trade Drawdown | -216757 | -130668 | -184699 | -863984 | -191752 | -731526 |
Profit Factor | 1.3656 | 1.7302 | 1.044 | 0.975 | 2.172 | 0.578 |
Total Trades | 284 | 142 | 142 | 284 | 142 | 142 |
Winning Trades | 163 | 80 | 83 | 163 | 80 | 83 |
Losing Trades | 121 | 62 | 59 | 121 | 62 | 59 |
Profitability (%) | 57.3944 | 56.338 | 58.4507 | 57.3944 | 56.338 | 58.4507 |
Ratio Avg Win / Avg Loss | 1.0137 | 1.3409 | 0.7421 | 0.7238 | 1.6833 | 0.4109 |
Largest Winning Trade | 106833 | 106833 | 58760 | 222152 | 222152 | 118962 |
Largest Losing Trade | -94267 | -34785 | -94267 | -704119 | -142786 | -704119 |
Avg Bars in Trades | 49 | 47 | 51 | 49 | 47 | 51 |
Avg Bars in Winners | 53 | 50 | 55 | 53 | 50 | 55 |
Avg Bars in Losers | 44 | 42 | 47 | 44 | 42 | 47 |
Bars Traded | 14122 | 6739 | 7383 | 14122 | 6739 | 7383 |
Profit Streak | 3.6436 | 28.8102 | 0 | 3.6436 | 28.8102 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300520 | 355431 | -515458 | -578883 | -91245 | -579860 |
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{ "first_band": { "type": "dcm", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 125, "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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