Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 860538.9325 | 713679.6332 | 146859.2993 | 20002157.273 | 13954843.3554 | 6047313.9176 |
Total P&L (%) | 860.5389 | 713.6796 | 146.8593 | 20002.1573 | 13954.8434 | 6047.3139 |
Avg Daily Profit (%) | 0.4743 | 0.3934 | 0.0809 | 0.2927 | 0.273 | 0.2273 |
Buy And Hold Return (%) | 638.5464 | 638.5464 | 638.5464 | 638.5464 | 638.5464 | 638.5464 |
Max Trade Drawdown | -85282 | -62459 | -72094 | -18862367 | -10164340 | -12455696 |
Profit Factor | 1.9684 | 2.6828 | 1.3162 | 1.2614 | 1.3965 | 1.1464 |
Total Trades | 241 | 121 | 120 | 241 | 121 | 120 |
Winning Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Losing Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Profitability (%) | 54.3568 | 54.5455 | 54.1667 | 54.3568 | 54.5455 | 54.1667 |
Ratio Avg Win / Avg Loss | 1.6529 | 2.2356 | 1.1137 | 1.0592 | 1.1638 | 0.97 |
Largest Winning Trade | 164069 | 164069 | 76024 | 5680878 | 4360321 | 5680878 |
Largest Losing Trade | -30321 | -26780 | -30321 | -7571545 | -3800573 | -7571545 |
Avg Bars in Trades | 89 | 82 | 95 | 89 | 82 | 95 |
Avg Bars in Winners | 94 | 72 | 116 | 94 | 72 | 116 |
Avg Bars in Losers | 83 | 95 | 71 | 83 | 95 | 71 |
Bars Traded | 21521 | 10028 | 11493 | 21521 | 10028 | 11493 |
Profit Streak | 3.6896 | 11.8563 | 0 | 3.6896 | 11.8563 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -42178 | -113380 | -250165 | 359904 | 371421 | -52618 |
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{ "first_band": { "type": "dcm", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "linreg", "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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