Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -577878.0967 | 119705.67 | -697583.7667 | 594487.6812 | -2704098.7861 | 3298586.4673 |
Total P&L (%) | -577.8781 | 119.7057 | -697.5838 | 594.4877 | -2704.0988 | 3298.5865 |
Avg Daily Profit (%) | -0.3074 | 0.0637 | -0.3711 | 0.1031 | 0 | 0.1877 |
Buy And Hold Return (%) | 297.486 | 297.486 | 297.486 | 297.486 | 297.486 | 297.486 |
Max Trade Drawdown | -747353 | -100642 | -823835 | -2638123 | -3255927 | -1364541 |
Profit Factor | 0.5239 | 1.4605 | 0.2686 | 1.066 | 0.5424 | 2.0625 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 63 | 30 | 33 | 61 | 29 | 32 |
Losing Trades | 18 | 10 | 8 | 20 | 11 | 9 |
Profitability (%) | 77.7778 | 75 | 80.4878 | 75.3086 | 72.5 | 78.0488 |
Ratio Avg Win / Avg Loss | 0.1497 | 0.4868 | 0.0651 | 0.3495 | 0.2057 | 0.5801 |
Largest Winning Trade | 80068 | 80068 | 19579 | 3501001 | 416736 | 3501001 |
Largest Losing Trade | -682950 | -58020 | -682950 | -1475790 | -1475790 | -1364541 |
Avg Bars in Trades | 43 | 57 | 30 | 43 | 57 | 30 |
Avg Bars in Winners | 18 | 16 | 19 | 18 | 20 | 17 |
Avg Bars in Losers | 133 | 179 | 77 | 120 | 154 | 77 |
Bars Traded | 3560 | 2297 | 1263 | 3560 | 2297 | 1263 |
Profit Streak | 35.7784 | 35.7784 | 64.7784 | 35.7784 | 35.7784 | 64.7784 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -591737 | -270477 | -575365 | -222698 | -577290 | 510765 |
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{ "first_band": { "type": "linreg", "factors": { "length": 12, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 166, "offset": 0 } } }
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{ "first_band": { "type": "linreg", "factors": { "length": 12, "offset": 0 } }, "second_band": { "type": "dcm", "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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