Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 906809.5504 | 738607.1486 | 168202.4019 | 33034784.1972 | 26172518.5874 | 6862265.6098 |
Total P&L (%) | 906.8096 | 738.6071 | 168.2024 | 33034.7842 | 26172.5186 | 6862.2656 |
Avg Daily Profit (%) | 0.4987 | 0.4062 | 0.0925 | 0.3196 | 0.3068 | 0.2336 |
Buy And Hold Return (%) | 744.0605 | 744.0605 | 744.0605 | 744.0605 | 744.0605 | 744.0605 |
Max Trade Drawdown | -83943 | -69709 | -51846 | -27052266 | -14865326 | -16854745 |
Profit Factor | 1.9359 | 2.4652 | 1.3619 | 1.2494 | 1.3745 | 1.1096 |
Total Trades | 262 | 131 | 131 | 262 | 131 | 131 |
Winning Trades | 134 | 66 | 68 | 134 | 66 | 68 |
Losing Trades | 128 | 65 | 63 | 128 | 65 | 63 |
Profitability (%) | 51.145 | 50.3817 | 51.9084 | 51.145 | 50.3817 | 51.9084 |
Ratio Avg Win / Avg Loss | 1.8492 | 2.4279 | 1.2617 | 1.1934 | 1.3536 | 1.0281 |
Largest Winning Trade | 102480 | 102480 | 74330 | 9237082 | 9237082 | 7334970 |
Largest Losing Trade | -41366 | -41366 | -27757 | -12365768 | -9384266 | -12365768 |
Avg Bars in Trades | 13 | 12 | 15 | 13 | 12 | 15 |
Avg Bars in Winners | 14 | 12 | 16 | 14 | 12 | 16 |
Avg Bars in Losers | 12 | 12 | 13 | 12 | 12 | 13 |
Bars Traded | 3593 | 1617 | 1976 | 3593 | 1617 | 1976 |
Profit Streak | 6.8292 | 9.8292 | 6.8292 | 6.8292 | 9.8292 | 6.8292 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -80506 | -150495 | -233790 | 424422 | 369881 | -90588 |
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{ "first_band": { "type": "dcm", "factors": { "length": 17, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 30, "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) |
---|