Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 405978.2191 | 345851.6448 | 60126.5743 | 1657358.1641 | 2275230.4715 | -617872.3073 |
Total P&L (%) | 405.9782 | 345.8516 | 60.1266 | 1657.3582 | 2275.2305 | -617.8723 |
Avg Daily Profit (%) | 0.4586 | 0.3907 | 0.0679 | 0.3243 | 0.3585 | 0 |
Buy And Hold Return (%) | 347.6749 | 347.6749 | 347.6749 | 347.6749 | 347.6749 | 347.6749 |
Max Trade Drawdown | -50093 | -57262 | -53468 | -1557388 | -338410 | -1758480 |
Profit Factor | 2.3887 | 4.5832 | 1.3071 | 1.4232 | 4.1705 | 0.8068 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Losing Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Profitability (%) | 64.9351 | 64.1026 | 65.7895 | 64.9351 | 64.1026 | 65.7895 |
Ratio Avg Win / Avg Loss | 1.2899 | 2.5666 | 0.6797 | 0.7686 | 2.3355 | 0.4195 |
Largest Winning Trade | 85078 | 85078 | 42010 | 951290 | 707057 | 951290 |
Largest Losing Trade | -34213 | -19610 | -34213 | -1061671 | -178331 | -1061671 |
Avg Bars in Trades | 43 | 39 | 47 | 43 | 39 | 47 |
Avg Bars in Winners | 53 | 48 | 57 | 53 | 48 | 57 |
Avg Bars in Losers | 25 | 23 | 28 | 25 | 23 | 28 |
Bars Traded | 3356 | 1549 | 1807 | 3356 | 1549 | 1807 |
Profit Streak | 0 | 0 | 15.3325 | 0 | 0 | 15.3325 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144399 | -147188 | -266920 | -37333 | 652452 | -578134 |
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{ "first_band": { "type": "dcm", "factors": { "length": 79, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 140, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 79, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 140, "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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