Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 292509.6073 | 385652.6135 | -93143.0062 | -80700.5225 | 103950.3159 | -184650.8384 |
Total P&L (%) | 292.5096 | 385.6526 | -93.143 | -80.7005 | 103.9503 | -184.6508 |
Avg Daily Profit (%) | 0.1404 | 0.1851 | -0.0447 | -0.0789 | 0.0342 | 0 |
Buy And Hold Return (%) | 49.2823 | 49.2823 | 49.2823 | 49.2823 | 49.2823 | 49.2823 |
Max Trade Drawdown | -304056 | -247102 | -332090 | -163628 | -66573 | -271314 |
Profit Factor | 1.1383 | 1.4208 | 0.9223 | 0.9049 | 1.3381 | 0.6589 |
Total Trades | 591 | 295 | 296 | 591 | 295 | 296 |
Winning Trades | 322 | 163 | 159 | 322 | 163 | 159 |
Losing Trades | 269 | 132 | 137 | 269 | 132 | 137 |
Profitability (%) | 54.4839 | 55.2542 | 53.7162 | 54.4839 | 55.2542 | 53.7162 |
Ratio Avg Win / Avg Loss | 0.9509 | 1.1506 | 0.7947 | 0.756 | 1.0837 | 0.5677 |
Largest Winning Trade | 54411 | 54411 | 44115 | 50651 | 30180 | 50651 |
Largest Losing Trade | -56303 | -40897 | -56303 | -58271 | -23586 | -58271 |
Avg Bars in Trades | 41 | 37 | 45 | 41 | 37 | 45 |
Avg Bars in Winners | 34 | 32 | 37 | 34 | 32 | 37 |
Avg Bars in Losers | 49 | 43 | 55 | 49 | 43 | 55 |
Bars Traded | 24649 | 11102 | 13547 | 24649 | 11102 | 13547 |
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 | -72693 | 359453 | -579303 | -577108 | -151354 | -579303 |
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{ "first_band": { "type": "dcm", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 205, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 205, "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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