Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 413535.4002 | 355628.9905 | 57906.4097 | 3777.1063 | 48573.8675 | -44796.7611 |
Total P&L (%) | 413.5354 | 355.629 | 57.9064 | 3.7771 | 48.5739 | -44.7968 |
Avg Daily Profit (%) | 0.222 | 0.1909 | 0.0311 | 0.002 | 0.0213 | -0.0319 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126111 | -47819 | -117346 | -113032 | -62657 | -93234 |
Profit Factor | 1.7242 | 2.3594 | 1.1871 | 1.0071 | 1.2166 | 0.8534 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Losing Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Profitability (%) | 50.9804 | 54.902 | 47.0588 | 50.9804 | 54.902 | 47.0588 |
Ratio Avg Win / Avg Loss | 1.6579 | 1.9381 | 1.3355 | 0.9684 | 0.9994 | 0.9601 |
Largest Winning Trade | 151413 | 151413 | 57814 | 41526 | 35613 | 41526 |
Largest Losing Trade | -92934 | -47819 | -92934 | -77577 | -39825 | -77577 |
Avg Bars in Trades | 104 | 78 | 129 | 104 | 78 | 129 |
Avg Bars in Winners | 117 | 71 | 171 | 117 | 71 | 171 |
Avg Bars in Losers | 89 | 87 | 91 | 89 | 87 | 91 |
Bars Traded | 10612 | 4026 | 6585 | 10612 | 4026 | 6585 |
Profit Streak | 9.9197 | 51.9197 | 9.9197 | 9.9197 | 51.9197 | 9.9197 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 452875 | -166395 | -347369 | -568779 | -346449 | -761313 |
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{ "first_band": { "type": "dcm", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 227, "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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