Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1589149.8581 | 1539595.4772 | 49554.3809 | 23865677.4487 | 37308791.9551 | -13443114.5064 |
Total P&L (%) | 1589.1499 | 1539.5955 | 49.5544 | 23865.6774 | 37308.792 | -13443.1145 |
Avg Daily Profit (%) | 0.8521 | 0.8255 | 0.0266 | 0.2942 | 0.3182 | 0 |
Buy And Hold Return (%) | 9098.306 | 9098.306 | 9098.306 | 9098.306 | 9098.306 | 9098.306 |
Max Trade Drawdown | -74846 | -48387 | -92911 | -30022180 | -10388867 | -27586061 |
Profit Factor | 4.0032 | 8.0756 | 1.159 | 1.2497 | 2.1146 | 0.7835 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 49.4737 | 48.9362 | 50 | 49.4737 | 48.9362 | 50 |
Ratio Avg Win / Avg Loss | 4.0883 | 8.4267 | 1.159 | 1.2763 | 2.2065 | 0.7835 |
Largest Winning Trade | 690971 | 690971 | 60932 | 22327830 | 22327830 | 12185260 |
Largest Losing Trade | -41919 | -36057 | -41919 | -19994261 | -7277015 | -19994261 |
Avg Bars in Trades | 114 | 121 | 108 | 114 | 121 | 108 |
Avg Bars in Winners | 159 | 183 | 136 | 159 | 183 | 136 |
Avg Bars in Losers | 70 | 61 | 80 | 70 | 61 | 80 |
Bars Traded | 10881 | 5691 | 5190 | 10881 | 5691 | 5190 |
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 | -145454 | -144393 | -368641 | 188001 | 381734 | -580689 |
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{ "first_band": { "type": "linreg", "factors": { "length": 65, "offset": 151 } }, "second_band": { "type": "dcm", "factors": { "length": 153, "offset": 0 } } }
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{ "first_band": { "type": "linreg", "factors": { "length": 65, "offset": 151 } }, "second_band": { "type": "dcm", "factors": { "length": 153, "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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