Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1861474.1956 | 1751150.1687 | 110324.0269 | 8156859.024 | 2955366.7024 | 5201492.3216 |
Total P&L (%) | 1861.4742 | 1751.1502 | 110.324 | 8156.859 | 2955.3667 | 5201.4923 |
Avg Daily Profit (%) | 0.9969 | 0.9379 | 0.0591 | 0.2367 | 0.1833 | 0.2129 |
Buy And Hold Return (%) | 538.7655 | 538.7655 | 538.7655 | 538.7655 | 538.7655 | 538.7655 |
Max Trade Drawdown | -118870 | -97463 | -71313 | -4507521 | -3038856 | -1979449 |
Profit Factor | 4.7589 | 8.22 | 1.4366 | 1.5629 | 1.4052 | 1.7226 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 29 | 11 | 18 | 29 | 11 | 18 |
Losing Trades | 52 | 30 | 22 | 52 | 30 | 22 |
Profitability (%) | 35.8025 | 26.8293 | 45 | 35.8025 | 26.8293 | 45 |
Ratio Avg Win / Avg Loss | 8.5333 | 22.4182 | 1.7559 | 2.8024 | 3.8325 | 2.1054 |
Largest Winning Trade | 1052765 | 1052765 | 53584 | 4275808 | 4118608 | 4275808 |
Largest Losing Trade | -32197 | -22993 | -32197 | -1587411 | -1218434 | -1587411 |
Avg Bars in Trades | 133 | 111 | 155 | 133 | 111 | 155 |
Avg Bars in Winners | 272 | 275 | 270 | 272 | 275 | 270 |
Avg Bars in Losers | 55 | 51 | 61 | 55 | 51 | 61 |
Bars Traded | 10796 | 4580 | 6216 | 10796 | 4580 | 6216 |
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 | -3550 | -2791 | -279689 | -10646 | -12993 | 341868 |
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{ "first_band": { "type": "linreg", "factors": { "length": 82, "offset": 247 } }, "second_band": { "type": "dcm", "factors": { "length": 6, "offset": 0 } } }
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{ "first_band": { "type": "linreg", "factors": { "length": 82, "offset": 247 } }, "second_band": { "type": "dcm", "factors": { "length": 6, "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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