Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 685513.488 | 740686.1209 | -55172.6329 | -58531.1254 | 3025443.972 | -3083975.0974 |
Total P&L (%) | 685.5135 | 740.6861 | -55.1726 | -58.5311 | 3025.444 | -3083.9751 |
Avg Daily Profit (%) | 0.2952 | 0.319 | -0.0238 | -0.0379 | 0.1484 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -251751 | -110496 | -195823 | -6915769 | -2799056 | -4600805 |
Profit Factor | 1.7675 | 2.9556 | 0.8928 | 0.9959 | 1.5577 | 0.6475 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Losing Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Profitability (%) | 46.5753 | 51.3514 | 41.6667 | 46.5753 | 51.3514 | 41.6667 |
Ratio Avg Win / Avg Loss | 2.0274 | 2.8001 | 1.2499 | 1.1423 | 1.4757 | 0.9066 |
Largest Winning Trade | 231345 | 231345 | 78365 | 3798476 | 3798476 | 1516897 |
Largest Losing Trade | -76156 | -43969 | -76156 | -4600805 | -1635623 | -4600805 |
Avg Bars in Trades | 114 | 86 | 142 | 114 | 86 | 142 |
Avg Bars in Winners | 137 | 81 | 209 | 137 | 81 | 209 |
Avg Bars in Losers | 93 | 91 | 94 | 93 | 91 | 94 |
Bars Traded | 8335 | 3194 | 5141 | 8335 | 3194 | 5141 |
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 | -65406 | 535672 | -582354 | -656720 | 261037 | -584020 |
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{ "first_band": { "type": "dcm", "factors": { "length": 214, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 197, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 214, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 197, "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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