Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1465631.4708 | 1383397.6811 | 82233.7896 | 5975484.7069 | 6002667.371 | -27182.664 |
Total P&L (%) | 1465.6315 | 1383.3977 | 82.2338 | 5975.4847 | 6002.6674 | -27.1827 |
Avg Daily Profit (%) | 0.8051 | 0.76 | 0.0452 | 0.2259 | 0.2261 | -0.0174 |
Buy And Hold Return (%) | 597.8673 | 597.8673 | 597.8673 | 597.8673 | 597.8673 | 597.8673 |
Max Trade Drawdown | -90337 | -65501 | -60047 | -11640043 | -7770893 | -6878907 |
Profit Factor | 3.0337 | 5.1842 | 1.2108 | 1.1549 | 1.3167 | 0.9986 |
Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Losing Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Profitability (%) | 33.5664 | 33.8028 | 33.3333 | 33.5664 | 33.8028 | 33.3333 |
Ratio Avg Win / Avg Loss | 6.0042 | 10.1523 | 2.4217 | 2.2857 | 2.5784 | 1.9972 |
Largest Winning Trade | 888421 | 888421 | 77723 | 6997270 | 6997270 | 3747316 |
Largest Losing Trade | -30457 | -18038 | -30457 | -3097000 | -2055434 | -3097000 |
Avg Bars in Trades | 37 | 33 | 41 | 37 | 33 | 41 |
Avg Bars in Winners | 79 | 72 | 86 | 79 | 72 | 86 |
Avg Bars in Losers | 16 | 14 | 18 | 16 | 14 | 18 |
Bars Traded | 5379 | 2408 | 2971 | 5379 | 2408 | 2971 |
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 | 326658 | -77299 | -383640 | -46828 | -83699 | -663939 |
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{ "first_band": { "type": "dcm", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 11, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 11, "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) |
---|