Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1359706.871 | 1287579.0526 | 72127.8185 | 4792614.0756 | 4345627.9707 | 446986.1048 |
Total P&L (%) | 1359.7069 | 1287.5791 | 72.1278 | 4792.6141 | 4345.628 | 446.9861 |
Avg Daily Profit (%) | 0.7444 | 0.7049 | 0.0395 | 0.2132 | 0.208 | 0.0931 |
Buy And Hold Return (%) | 656.3549 | 656.3549 | 656.3549 | 656.3549 | 656.3549 | 656.3549 |
Max Trade Drawdown | -129855 | -56696 | -96714 | -7823345 | -3554065 | -4269279 |
Profit Factor | 3.9338 | 6.7359 | 1.3018 | 1.2772 | 1.5071 | 1.0513 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 39.4366 | 40 | 38.8889 | 39.4366 | 40 | 38.8889 |
Ratio Avg Win / Avg Loss | 6.0412 | 10.1039 | 2.0457 | 1.9614 | 2.2606 | 1.652 |
Largest Winning Trade | 777606 | 777606 | 77086 | 3783196 | 3731578 | 3783196 |
Largest Losing Trade | -31711 | -22263 | -31711 | -2174444 | -2174444 | -1231687 |
Avg Bars in Trades | 49 | 43 | 56 | 49 | 43 | 56 |
Avg Bars in Winners | 89 | 76 | 103 | 89 | 76 | 103 |
Avg Bars in Losers | 24 | 21 | 26 | 24 | 21 | 26 |
Bars Traded | 3543 | 1506 | 2037 | 3543 | 1506 | 2037 |
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 | -82093 | 354207 | -309047 | -86179 | 230934 | -401836 |
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{ "first_band": { "type": "dcm", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 22, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 22, "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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