Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 261085.0042 | 330800.1547 | -69715.1505 | -83085.6019 | 455135.1947 | -538220.7967 |
Total P&L (%) | 261.085 | 330.8002 | -69.7152 | -83.0856 | 455.1352 | -538.2208 |
Avg Daily Profit (%) | 0.1436 | 0.182 | -0.0384 | -0.0977 | 0.0943 | 0 |
Buy And Hold Return (%) | 123.0879 | 123.0879 | 123.0879 | 123.0879 | 123.0879 | 123.0879 |
Max Trade Drawdown | -184061 | -130405 | -198086 | -671807 | -336822 | -732292 |
Profit Factor | 1.3634 | 2.0887 | 0.8319 | 0.9411 | 1.8259 | 0.3739 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 54.9451 | 52.1739 | 57.7778 | 54.9451 | 52.1739 | 57.7778 |
Ratio Avg Win / Avg Loss | 1.118 | 1.9146 | 0.6079 | 0.7717 | 1.6737 | 0.2732 |
Largest Winning Trade | 86765 | 86765 | 39155 | 314806 | 314806 | 116133 |
Largest Losing Trade | -74810 | -62300 | -74810 | -472536 | -176596 | -472536 |
Avg Bars in Trades | 56 | 45 | 68 | 56 | 45 | 68 |
Avg Bars in Winners | 56 | 32 | 78 | 56 | 32 | 78 |
Avg Bars in Losers | 57 | 59 | 54 | 57 | 59 | 54 |
Bars Traded | 5150 | 2078 | 3072 | 5150 | 2078 | 3072 |
Profit Streak | 17.0771 | 19.0771 | 0 | 17.0771 | 19.0771 | 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 | -5446 | 322720 | -579703 | -579323 | -65127 | -579703 |
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{ "first_band": { "type": "dcm", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 242, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 242, "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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