Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 313886.975 | 249313.8139 | 64573.1612 | 81046.6757 | 26296.0387 | 54750.637 |
Total P&L (%) | 313.887 | 249.3138 | 64.5732 | 81.0467 | 26.296 | 54.7506 |
Avg Daily Profit (%) | 0.2197 | 0.1745 | 0.0452 | 0.0416 | 0.0163 | 0.0306 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75425 | -69035 | -49964 | -107840 | -123406 | -43547 |
Profit Factor | 1.5086 | 1.6626 | 1.2681 | 1.1424 | 1.0655 | 1.326 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Losing Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Profitability (%) | 56.7568 | 58.9286 | 54.5455 | 56.7568 | 58.9286 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.1494 | 1.1588 | 1.0567 | 0.8704 | 0.7426 | 1.105 |
Largest Winning Trade | 123429 | 123429 | 33610 | 95994 | 95994 | 35049 |
Largest Losing Trade | -69035 | -69035 | -39751 | -107070 | -107070 | -26005 |
Avg Bars in Trades | 25 | 32 | 17 | 25 | 32 | 17 |
Avg Bars in Winners | 24 | 28 | 19 | 24 | 28 | 19 |
Avg Bars in Losers | 25 | 37 | 14 | 25 | 37 | 14 |
Bars Traded | 2776 | 1822 | 953 | 2776 | 1822 | 953 |
Profit Streak | 0 | 0 | 92.4632 | 0 | 0 | 92.4632 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 381495 | -169456 | -311638 | -201525 | -503472 | -331447 |
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{ "first_band": { "type": "linreg", "factors": { "length": 79, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 31, "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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