Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1972375.7188 | 1900559.1306 | 71816.5881 | 2942106.3345 | -3654047.0013 | 6596153.3359 |
Total P&L (%) | 1972.3757 | 1900.5591 | 71.8166 | 2942.1063 | -3654.047 | 6596.1533 |
Avg Daily Profit (%) | 1.0562 | 1.0177 | 0.0385 | 0.183 | 0 | 0.2254 |
Buy And Hold Return (%) | 659.1213 | 659.1213 | 659.1213 | 659.1213 | 659.1213 | 659.1213 |
Max Trade Drawdown | -124225 | -163387 | -38896 | -13803152 | -18112528 | -1852415 |
Profit Factor | 4.5496 | 6.3134 | 1.3628 | 1.0891 | 0.8629 | 2.0349 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 41.6667 | 38.8889 | 44.4444 | 41.6667 | 38.8889 | 44.4444 |
Ratio Avg Win / Avg Loss | 6.3694 | 9.921 | 1.7035 | 1.5247 | 1.356 | 2.5437 |
Largest Winning Trade | 1237113 | 1237113 | 50577 | 12265208 | 12265208 | 2226679 |
Largest Losing Trade | -42835 | -38772 | -42835 | -5636702 | -5636702 | -1101375 |
Avg Bars in Trades | 49 | 60 | 37 | 49 | 60 | 37 |
Avg Bars in Winners | 64 | 65 | 63 | 64 | 65 | 63 |
Avg Bars in Losers | 38 | 57 | 17 | 38 | 57 | 17 |
Bars Traded | 3556 | 2190 | 1366 | 3556 | 2190 | 1366 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -69283 | 516434 | -307893 | -202367 | -583434 | 358546 |
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{ "first_band": { "type": "linreg", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 27, "offset": 0 } } }
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{ "first_band": { "type": "linreg", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 27, "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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