Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 717671.5927 | 550613.3114 | 167058.2814 | 2227876.6978 | 1027282.7057 | 1200593.9921 |
Total P&L (%) | 717.6716 | 550.6133 | 167.0583 | 2227.8767 | 1027.2827 | 1200.594 |
Avg Daily Profit (%) | 0.3632 | 0.2787 | 0.0845 | 0.1594 | 0.1227 | 0.1299 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97092 | -160619 | -102682 | -3947245 | -5690464 | -2024233 |
Profit Factor | 1.8171 | 2.2026 | 1.3974 | 1.1207 | 1.0961 | 1.1545 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 77 | 37 | 40 | 77 | 37 | 40 |
Losing Trades | 77 | 40 | 37 | 77 | 40 | 37 |
Profitability (%) | 50 | 48.0519 | 51.9481 | 50 | 48.0519 | 51.9481 |
Ratio Avg Win / Avg Loss | 1.8171 | 2.3812 | 1.2926 | 1.1207 | 1.185 | 1.0679 |
Largest Winning Trade | 176312 | 176312 | 65842 | 2873170 | 2873170 | 1807934 |
Largest Losing Trade | -55401 | -45392 | -55401 | -2282519 | -2282519 | -1470227 |
Avg Bars in Trades | 75 | 59 | 91 | 75 | 59 | 91 |
Avg Bars in Winners | 103 | 88 | 118 | 103 | 88 | 118 |
Avg Bars in Losers | 47 | 33 | 62 | 47 | 33 | 62 |
Bars Traded | 11652 | 4593 | 7059 | 11652 | 4593 | 7059 |
Profit Streak | 0 | 0 | 548.6907 | 0 | 0 | 548.6907 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 492726 | -29814 | -120148 | -79278 | -186363 | -110504 |
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{ "first_band": { "type": "dcm", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 89, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 128, "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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