Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 709810.4005 | 552297.9587 | 157512.4419 | 1294584.7455 | 895645.9082 | 398938.8372 |
Total P&L (%) | 709.8104 | 552.298 | 157.5124 | 1294.5847 | 895.6459 | 398.9388 |
Avg Daily Profit (%) | 0.3641 | 0.2833 | 0.0808 | 0.1353 | 0.118 | 0.0825 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149777 | -78828 | -169724 | -1463033 | -653271 | -1261227 |
Profit Factor | 1.7963 | 2.493 | 1.302 | 1.2297 | 1.3716 | 1.1237 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 83 | 34 | 49 | 83 | 34 | 49 |
Losing Trades | 73 | 44 | 29 | 73 | 44 | 29 |
Profitability (%) | 53.2051 | 43.5897 | 62.8205 | 53.2051 | 43.5897 | 62.8205 |
Ratio Avg Win / Avg Loss | 1.5798 | 3.2262 | 0.7706 | 1.0815 | 1.775 | 0.665 |
Largest Winning Trade | 130538 | 130538 | 57888 | 706832 | 706832 | 445127 |
Largest Losing Trade | -65781 | -21913 | -65781 | -711399 | -222475 | -711399 |
Avg Bars in Trades | 24 | 17 | 31 | 24 | 17 | 31 |
Avg Bars in Winners | 34 | 25 | 39 | 34 | 25 | 39 |
Avg Bars in Losers | 13 | 11 | 16 | 13 | 11 | 16 |
Bars Traded | 3836 | 1393 | 2443 | 3836 | 1393 | 2443 |
Profit Streak | 32.2381 | 0 | 39.7381 | 32.2381 | 0 | 39.7381 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 536350 | -23171 | -118619 | -10332 | -70154 | -200966 |
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{ "first_band": { "type": "dcm", "factors": { "length": 34, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 28, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 34, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 28, "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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