Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1424904.1685 | 1418760.3997 | 6143.7688 | 1039150.6257 | 1186051.3511 | -146900.7254 |
Total P&L (%) | 1424.9042 | 1418.7604 | 6.1438 | 1039.1506 | 1186.0514 | -146.9007 |
Avg Daily Profit (%) | 0.6037 | 0.6011 | 0.0026 | 0.1031 | 0.1083 | 0 |
Buy And Hold Return (%) | 450.3953 | 450.3953 | 450.3953 | 450.3953 | 450.3953 | 450.3953 |
Max Trade Drawdown | -146834 | -131688 | -130236 | -1655200 | -1285237 | -968241 |
Profit Factor | 3.3475 | 5.9198 | 1.0193 | 1.1703 | 1.3793 | 0.9506 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Profitability (%) | 34.4444 | 31.1111 | 37.7778 | 34.4444 | 31.1111 | 37.7778 |
Ratio Avg Win / Avg Loss | 6.3711 | 13.1082 | 1.6788 | 2.2274 | 3.0541 | 1.5657 |
Largest Winning Trade | 1215318 | 1215318 | 61708 | 1897233 | 1897233 | 809151 |
Largest Losing Trade | -26924 | -23837 | -26924 | -523365 | -523365 | -489165 |
Avg Bars in Trades | 75 | 57 | 93 | 75 | 57 | 93 |
Avg Bars in Winners | 150 | 121 | 174 | 150 | 121 | 174 |
Avg Bars in Losers | 36 | 28 | 45 | 36 | 28 | 45 |
Bars Traded | 6823 | 2594 | 4229 | 6823 | 2594 | 4229 |
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 | 328103 | 348405 | -558005 | -97593 | -57065 | -582687 |
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{ "first_band": { "type": "dcm", "factors": { "length": 174, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 38, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 174, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 38, "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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