Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1166789.1875 | 993898.3647 | 172890.8228 | 14872506.4584 | 5323629.8775 | 9548876.5809 |
Total P&L (%) | 1166.7892 | 993.8984 | 172.8908 | 14872.5065 | 5323.6299 | 9548.8766 |
Avg Daily Profit (%) | 0.5161 | 0.4396 | 0.0765 | 0.2218 | 0.1768 | 0.2023 |
Buy And Hold Return (%) | 309.3168 | 309.3168 | 309.3168 | 309.3168 | 309.3168 | 309.3168 |
Max Trade Drawdown | -158757 | -67316 | -183978 | -7869272 | -4579246 | -4548020 |
Profit Factor | 2.7591 | 4.2815 | 1.4797 | 1.7569 | 1.5088 | 2.0396 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 80 | 41 | 39 | 80 | 41 | 39 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 64 | 65.0794 | 62.9032 | 64 | 65.0794 | 62.9032 |
Ratio Avg Win / Avg Loss | 1.552 | 2.2974 | 0.8726 | 0.9883 | 0.8096 | 1.2029 |
Largest Winning Trade | 312233 | 312233 | 56775 | 4411430 | 4411430 | 3849518 |
Largest Losing Trade | -80992 | -41352 | -80992 | -2756639 | -2756639 | -2524837 |
Avg Bars in Trades | 102 | 72 | 133 | 102 | 72 | 133 |
Avg Bars in Winners | 112 | 66 | 160 | 112 | 66 | 160 |
Avg Bars in Losers | 84 | 82 | 86 | 84 | 82 | 86 |
Bars Traded | 12806 | 4557 | 8249 | 12806 | 4557 | 8249 |
Profit Streak | 0 | 0 | 315.8242 | 0 | 0 | 315.8242 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 566123 | -130293 | -408233 | 393247 | -137193 | -140297 |
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{ "first_band": { "type": "dcm", "factors": { "length": 178, "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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