Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 399217.0514 | 560149.5551 | -160932.5036 | -99902.9369 | 98329.1421 | -198232.079 |
Total P&L (%) | 399.2171 | 560.1496 | -160.9325 | -99.9029 | 98.3291 | -198.2321 |
Avg Daily Profit (%) | 0.2068 | 0.2902 | -0.0834 | -0.3587 | 0.0355 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -347508 | -262220 | -218382 | -310164 | -103107 | -220019 |
Profit Factor | 1.4978 | 2.3861 | 0.5955 | 0.7011 | 1.8817 | 0.11 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 48.3871 | 48.3871 | 48.3871 | 48.3871 | 48.3871 | 48.3871 |
Ratio Avg Win / Avg Loss | 1.5976 | 2.5451 | 0.6352 | 0.7479 | 2.0072 | 0.1174 |
Largest Winning Trade | 720599 | 720599 | 34642 | 184282 | 184282 | 20781 |
Largest Losing Trade | -98042 | -58888 | -98042 | -133640 | -100137 | -133640 |
Avg Bars in Trades | 119 | 169 | 70 | 119 | 169 | 70 |
Avg Bars in Winners | 91 | 106 | 77 | 91 | 106 | 77 |
Avg Bars in Losers | 146 | 228 | 64 | 146 | 228 | 64 |
Bars Traded | 7438 | 5256 | 2182 | 7438 | 5256 | 2182 |
Profit Streak | 143.925 | 143.925 | 145.675 | 143.925 | 143.925 | 145.675 |
Trades During Streak | 9 | 4 | 5 | 9 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147505 | 506483 | -580031 | -738366 | -141216 | -580031 |
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{ "first_band": { "type": "linreg", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 183, "offset": 0 } } }
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{ "first_band": { "type": "linreg", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 183, "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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