Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 554546.5171 | 633994.4705 | -79447.9534 | -89277.0434 | -53427.0551 | -35849.9883 |
Total P&L (%) | 554.5465 | 633.9945 | -79.448 | -89.277 | -53.4271 | -35.85 |
Avg Daily Profit (%) | 0.2397 | 0.274 | -0.0343 | -0.0965 | -0.033 | -0.0192 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -286800 | -151322 | -292363 | -85281 | -51126 | -55219 |
Profit Factor | 1.3077 | 1.6913 | 0.9102 | 0.689 | 0.6711 | 0.7123 |
Total Trades | 343 | 172 | 171 | 343 | 172 | 171 |
Winning Trades | 147 | 72 | 75 | 147 | 72 | 75 |
Losing Trades | 196 | 100 | 96 | 196 | 100 | 96 |
Profitability (%) | 42.8571 | 41.8605 | 43.8596 | 42.8571 | 41.8605 | 43.8596 |
Ratio Avg Win / Avg Loss | 1.7436 | 2.3491 | 1.1651 | 0.9186 | 0.9321 | 0.9117 |
Largest Winning Trade | 444336 | 444336 | 43795 | 27995 | 27995 | 11882 |
Largest Losing Trade | -54070 | -54070 | -39793 | -25846 | -25846 | -21338 |
Avg Bars in Trades | 39 | 44 | 35 | 39 | 44 | 35 |
Avg Bars in Winners | 52 | 56 | 47 | 52 | 56 | 47 |
Avg Bars in Losers | 30 | 35 | 24 | 30 | 35 | 24 |
Bars Traded | 13656 | 7671 | 5985 | 13656 | 7671 | 5985 |
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 | 310848 | 325979 | -581159 | -581762 | -583597 | -582825 |
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{ "first_band": { "type": "linreg", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 24, "offset": 0 } } }
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{ "first_band": { "type": "linreg", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 24, "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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