Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 636241.482 | 426339.7409 | 209901.7411 | 1606292.0972 | 2990876.5836 | -1384584.4864 |
Total P&L (%) | 636.2415 | 426.3397 | 209.9017 | 1606.2921 | 2990.8766 | -1384.5845 |
Avg Daily Profit (%) | 0.4279 | 0.2867 | 0.1412 | 0.191 | 0.231 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143721 | -114289 | -60654 | -11545070 | -8477927 | -3229708 |
Profit Factor | 1.8608 | 2.0897 | 1.6034 | 1.0665 | 1.2212 | 0.87 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 69 | 27 | 42 | 69 | 27 | 42 |
Losing Trades | 87 | 51 | 36 | 87 | 51 | 36 |
Profitability (%) | 44.2308 | 34.6154 | 53.8462 | 44.2308 | 34.6154 | 53.8462 |
Ratio Avg Win / Avg Loss | 2.3463 | 3.9472 | 1.3744 | 1.3447 | 2.3068 | 0.7457 |
Largest Winning Trade | 242890 | 242890 | 71247 | 9386762 | 9386762 | 1401389 |
Largest Losing Trade | -28346 | -24568 | -28346 | -3240051 | -3240051 | -1689539 |
Avg Bars in Trades | 112 | 79 | 146 | 112 | 79 | 146 |
Avg Bars in Winners | 172 | 121 | 205 | 172 | 121 | 205 |
Avg Bars in Losers | 65 | 56 | 78 | 65 | 56 | 78 |
Bars Traded | 17611 | 6168 | 11443 | 17611 | 6168 | 11443 |
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 | 435277 | -28105 | -36622 | -140887 | -31424 | -614737 |
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{ "first_band": { "type": "dcm", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 77, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 77, "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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