Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1306658.6634 | 1297141.2518 | 9517.4115 | 13207445.3738 | 32873441.7227 | -19665996.3489 |
Total P&L (%) | 1306.6587 | 1297.1413 | 9.5174 | 13207.4454 | 32873.4417 | -19665.9963 |
Avg Daily Profit (%) | 0.5769 | 0.5727 | 0.0042 | 0.2162 | 0.2563 | 0 |
Buy And Hold Return (%) | 10287.63 | 10287.63 | 10287.63 | 10287.63 | 10287.63 | 10287.63 |
Max Trade Drawdown | -89102 | -67952 | -108237 | -35197091 | -17423161 | -37357111 |
Profit Factor | 3.3492 | 6.5349 | 1.0296 | 1.1223 | 1.6553 | 0.66 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 52.809 | 54.5455 | 51.1111 | 52.809 | 54.5455 | 51.1111 |
Ratio Avg Win / Avg Loss | 2.9929 | 5.4458 | 0.9848 | 1.0029 | 1.3794 | 0.6314 |
Largest Winning Trade | 517266 | 517266 | 54781 | 18662018 | 18662018 | 5243236 |
Largest Losing Trade | -42981 | -42405 | -42981 | -13084448 | -8873461 | -13084448 |
Avg Bars in Trades | 71 | 90 | 53 | 71 | 90 | 53 |
Avg Bars in Winners | 94 | 108 | 78 | 94 | 108 | 78 |
Avg Bars in Losers | 47 | 69 | 27 | 47 | 69 | 27 |
Bars Traded | 6405 | 3985 | 2420 | 6405 | 3985 | 2420 |
Profit Streak | 0 | 102.3863 | 0 | 0 | 102.3863 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147513 | -144818 | -542438 | -154727 | 317302 | -580567 |
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{ "first_band": { "type": "linreg", "factors": { "length": 236, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 71, "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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