Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1140369.0121 | 1125437.0308 | 14931.9814 | 18318242.0495 | 16915435.9435 | 1402806.106 |
Total P&L (%) | 1140.369 | 1125.437 | 14.932 | 18318.242 | 16915.4359 | 1402.8061 |
Avg Daily Profit (%) | 0.6134 | 0.6054 | 0.008 | 0.281 | 0.2767 | 0.1459 |
Buy And Hold Return (%) | 7196.5081 | 7196.5081 | 7196.5081 | 7196.5081 | 7196.5081 | 7196.5081 |
Max Trade Drawdown | -140424 | -76918 | -100509 | -5758653 | -2962064 | -4875113 |
Profit Factor | 3.332 | 6.0829 | 1.0558 | 2.0314 | 3.6145 | 1.1242 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 48 | 28 | 20 | 48 | 28 | 20 |
Losing Trades | 42 | 17 | 25 | 42 | 17 | 25 |
Profitability (%) | 53.3333 | 62.2222 | 44.4444 | 53.3333 | 62.2222 | 44.4444 |
Ratio Avg Win / Avg Loss | 2.9155 | 3.6932 | 1.3198 | 1.7774 | 2.1945 | 1.4053 |
Largest Winning Trade | 337113 | 337113 | 67870 | 4302908 | 4302908 | 3959787 |
Largest Losing Trade | -54423 | -54423 | -35836 | -2962064 | -2962064 | -2779941 |
Avg Bars in Trades | 77 | 78 | 75 | 77 | 78 | 75 |
Avg Bars in Winners | 110 | 97 | 128 | 110 | 97 | 128 |
Avg Bars in Losers | 39 | 47 | 33 | 39 | 47 | 33 |
Bars Traded | 6944 | 3525 | 3419 | 6944 | 3525 | 3419 |
Profit Streak | 0 | 220.1031 | 0 | 0 | 220.1031 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147163 | -143122 | -509115 | 350917 | 487609 | -249622 |
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{ "first_band": { "type": "dcm", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 89, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 89, "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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