Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 242682.4172 | 185313.4201 | 57368.9971 | 472534.8348 | 384342.1313 | 88192.7034 |
Total P&L (%) | 242.6824 | 185.3134 | 57.369 | 472.5348 | 384.3421 | 88.1927 |
Avg Daily Profit (%) | 0.466 | 0.3558 | 0.1101 | 0.3356 | 0.3034 | 0.1215 |
Buy And Hold Return (%) | 48.3712 | 48.3712 | 48.3712 | 48.3712 | 48.3712 | 48.3712 |
Max Trade Drawdown | -44460 | -27267 | -44850 | -328302 | -168299 | -333981 |
Profit Factor | 1.6004 | 1.9863 | 1.2652 | 1.2467 | 1.4288 | 1.0865 |
Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
Winning Trades | 100 | 49 | 51 | 100 | 49 | 51 |
Losing Trades | 124 | 63 | 61 | 124 | 63 | 61 |
Profitability (%) | 44.6429 | 43.75 | 45.5357 | 44.6429 | 43.75 | 45.5357 |
Ratio Avg Win / Avg Loss | 1.9844 | 2.5538 | 1.5132 | 1.5459 | 1.837 | 1.2996 |
Largest Winning Trade | 80782 | 80782 | 29000 | 193530 | 193530 | 135181 |
Largest Losing Trade | -16940 | -9559 | -16940 | -100774 | -74662 | -100774 |
Avg Bars in Trades | 109 | 109 | 110 | 109 | 109 | 110 |
Avg Bars in Winners | 152 | 155 | 148 | 152 | 155 | 148 |
Avg Bars in Losers | 75 | 72 | 79 | 75 | 72 | 79 |
Bars Traded | 24630 | 12213 | 12417 | 24630 | 12213 | 12417 |
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 | 364370 | 255547 | -155426 | 294095 | 260305 | -166794 |
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{ "first_band": { "type": "dcm", "factors": { "length": 217, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 126, "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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