Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1228422.6682 | 1194335.5632 | 34087.1049 | 22508439.0939 | 28277416.9932 | -5768977.8993 |
Total P&L (%) | 1228.4227 | 1194.3356 | 34.0871 | 22508.4391 | 28277.417 | -5768.9779 |
Avg Daily Profit (%) | 0.5433 | 0.5282 | 0.0151 | 0.24 | 0.2501 | 0 |
Buy And Hold Return (%) | 9522.8021 | 9522.8021 | 9522.8021 | 9522.8021 | 9522.8021 | 9522.8021 |
Max Trade Drawdown | -62125 | -64511 | -158251 | -18219950 | -15411823 | -18408468 |
Profit Factor | 3.2711 | 6.0857 | 1.1114 | 1.2886 | 1.6823 | 0.8421 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 58.3333 | 58.3333 | 58.3333 | 58.3333 | 58.3333 | 58.3333 |
Ratio Avg Win / Avg Loss | 2.3365 | 4.3469 | 0.7938 | 0.9205 | 1.2016 | 0.6015 |
Largest Winning Trade | 415422 | 415422 | 57567 | 17002704 | 17002704 | 5844591 |
Largest Losing Trade | -46591 | -42143 | -46591 | -10838810 | -10838810 | -6995500 |
Avg Bars in Trades | 44 | 56 | 32 | 44 | 56 | 32 |
Avg Bars in Winners | 54 | 68 | 41 | 54 | 68 | 41 |
Avg Bars in Losers | 30 | 40 | 20 | 30 | 40 | 20 |
Bars Traded | 4300 | 2721 | 1579 | 4300 | 2721 | 1579 |
Profit Streak | 63.9746 | 98.9746 | 0 | 63.9746 | 98.9746 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146657 | -144677 | -436996 | 149701 | 328777 | -579609 |
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{ "first_band": { "type": "linreg", "factors": { "length": 151, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 43, "offset": 0 } } }
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{ "first_band": { "type": "linreg", "factors": { "length": 151, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 43, "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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