Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1063335.2572 | 1060347.0754 | 2988.1818 | 1102302.9942 | 2012525.763 | -910222.7688 |
Total P&L (%) | 1063.3353 | 1060.3471 | 2.9882 | 1102.303 | 2012.5258 | -910.2228 |
Avg Daily Profit (%) | 0.4716 | 0.4703 | 0.0013 | 0.1104 | 0.1354 | 0 |
Buy And Hold Return (%) | 281.7439 | 281.7439 | 281.7439 | 281.7439 | 281.7439 | 281.7439 |
Max Trade Drawdown | -192146 | -98500 | -214852 | -1640902 | -747491 | -1687262 |
Profit Factor | 2.223 | 3.6113 | 1.0064 | 1.1484 | 1.5874 | 0.7726 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 49 | 20 | 29 | 49 | 20 | 29 |
Losing Trades | 62 | 36 | 26 | 62 | 36 | 26 |
Profitability (%) | 44.1441 | 35.7143 | 52.7273 | 44.1441 | 35.7143 | 52.7273 |
Ratio Avg Win / Avg Loss | 2.8128 | 6.5003 | 0.9023 | 1.4531 | 2.8573 | 0.6926 |
Largest Winning Trade | 575896 | 575896 | 60045 | 972799 | 972799 | 653970 |
Largest Losing Trade | -48012 | -47248 | -48012 | -860366 | -460431 | -860366 |
Avg Bars in Trades | 111 | 86 | 135 | 111 | 86 | 135 |
Avg Bars in Winners | 182 | 143 | 208 | 182 | 143 | 208 |
Avg Bars in Losers | 55 | 55 | 55 | 55 | 55 | 55 |
Bars Traded | 12342 | 4863 | 7478 | 12342 | 4863 | 7478 |
Profit Streak | 0 | 0 | 45.4761 | 0 | 0 | 45.4761 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366633 | -171196 | -750199 | -106836 | -194823 | -759060 |
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{ "first_band": { "type": "dcm", "factors": { "length": 215, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 78, "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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