Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 380182.3197 | 417448.4366 | -37266.1169 | -95440.0301 | 914908.8596 | -1010348.8897 |
Total P&L (%) | 380.1823 | 417.4484 | -37.2661 | -95.44 | 914.9089 | -1010.3489 |
Avg Daily Profit (%) | 0.1924 | 0.2113 | -0.0189 | -0.1561 | 0.1173 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168569 | -182120 | -247559 | -1011467 | -269423 | -1182911 |
Profit Factor | 1.3505 | 1.857 | 0.9376 | 0.9618 | 2.2688 | 0.4313 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 78 | 41 | 37 | 78 | 41 | 37 |
Losing Trades | 80 | 38 | 42 | 80 | 38 | 42 |
Profitability (%) | 49.3671 | 51.8987 | 46.8354 | 49.3671 | 51.8987 | 46.8354 |
Ratio Avg Win / Avg Loss | 1.3852 | 1.7211 | 1.0643 | 0.9865 | 2.1028 | 0.4896 |
Largest Winning Trade | 162614 | 162614 | 69890 | 460394 | 460394 | 156229 |
Largest Losing Trade | -94663 | -46936 | -94663 | -720564 | -252859 | -720564 |
Avg Bars in Trades | 73 | 56 | 90 | 73 | 56 | 90 |
Avg Bars in Winners | 85 | 60 | 114 | 85 | 60 | 114 |
Avg Bars in Losers | 62 | 53 | 70 | 62 | 53 | 70 |
Bars Traded | 11659 | 4485 | 7174 | 11659 | 4485 | 7174 |
Profit Streak | 0 | 0 | 661.5368 | 0 | 0 | 661.5368 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307099 | -15470 | -605951 | -580196 | -58322 | -607618 |
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{ "first_band": { "type": "dcm", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 121, "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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