Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1368353.3427 | 1346108.6107 | 22244.732 | 1704617.5646 | 2141710.9697 | -437093.4051 |
Total P&L (%) | 1368.3533 | 1346.1086 | 22.2447 | 1704.6176 | 2141.711 | -437.0934 |
Avg Daily Profit (%) | 0.7502 | 0.738 | 0.0122 | 0.1587 | 0.1706 | 0 |
Buy And Hold Return (%) | 690.0514 | 690.0514 | 690.0514 | 690.0514 | 690.0514 | 690.0514 |
Max Trade Drawdown | -124247 | -73683 | -81695 | -3140243 | -2521143 | -1540703 |
Profit Factor | 3.2914 | 5.5968 | 1.0731 | 1.168 | 1.3941 | 0.9072 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Profitability (%) | 35.9551 | 36.3636 | 35.5556 | 35.9551 | 36.3636 | 35.5556 |
Ratio Avg Win / Avg Loss | 5.8628 | 9.7945 | 1.945 | 2.0805 | 2.4397 | 1.6443 |
Largest Winning Trade | 866453 | 866453 | 76544 | 2283471 | 2283471 | 1176581 |
Largest Losing Trade | -32367 | -27102 | -32367 | -921555 | -921555 | -480049 |
Avg Bars in Trades | 119 | 105 | 133 | 119 | 105 | 133 |
Avg Bars in Winners | 218 | 191 | 245 | 218 | 191 | 245 |
Avg Bars in Losers | 64 | 56 | 72 | 64 | 56 | 72 |
Bars Traded | 10648 | 4632 | 6016 | 10648 | 4632 | 6016 |
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 | 245014 | 302642 | -486886 | -35881 | 46566 | -583551 |
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{ "first_band": { "type": "dcm", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 66, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 66, "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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