Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1396043.4253 | 1292340.1428 | 103703.2825 | 7190251.7677 | 6371120.6466 | 819131.1211 |
Total P&L (%) | 1396.0434 | 1292.3401 | 103.7033 | 7190.2518 | 6371.1206 | 819.1311 |
Avg Daily Profit (%) | 0.7668 | 0.7099 | 0.057 | 0.2359 | 0.2293 | 0.1219 |
Buy And Hold Return (%) | 568.4807 | 568.4807 | 568.4807 | 568.4807 | 568.4807 | 568.4807 |
Max Trade Drawdown | -107255 | -81324 | -67741 | -6684588 | -4391389 | -4540410 |
Profit Factor | 3.1571 | 5.269 | 1.3011 | 1.2668 | 1.5755 | 1.0516 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 50 | 21 | 29 | 50 | 21 | 29 |
Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Profitability (%) | 46.729 | 39.6226 | 53.7037 | 46.729 | 39.6226 | 53.7037 |
Ratio Avg Win / Avg Loss | 3.5991 | 8.0289 | 1.1216 | 1.4441 | 2.4008 | 0.9065 |
Largest Winning Trade | 769691 | 769691 | 76771 | 5033482 | 5033482 | 3893472 |
Largest Losing Trade | -54237 | -31871 | -54237 | -2996114 | -1648715 | -2996114 |
Avg Bars in Trades | 33 | 30 | 36 | 33 | 30 | 36 |
Avg Bars in Winners | 47 | 45 | 49 | 47 | 45 | 49 |
Avg Bars in Losers | 20 | 20 | 21 | 20 | 20 | 21 |
Bars Traded | 3580 | 1615 | 1965 | 3580 | 1615 | 1965 |
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 | 506800 | -168769 | -462116 | 260559 | -172924 | -403461 |
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{ "first_band": { "type": "dcm", "factors": { "length": 42, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 26, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 42, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 26, "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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