Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1036866.7757 | 812591.5665 | 224275.2092 | 73040899.8167 | 81180624.4198 | -8139724.6031 |
Total P&L (%) | 1036.8668 | 812.5916 | 224.2752 | 73040.8998 | 81180.6244 | -8139.7246 |
Avg Daily Profit (%) | 0.4147 | 0.325 | 0.0897 | 0.2641 | 0.2683 | 0 |
Buy And Hold Return (%) | 915.7081 | 915.7081 | 915.7081 | 915.7081 | 915.7081 | 915.7081 |
Max Trade Drawdown | -72444 | -73299 | -71584 | -28084166 | -5112437 | -27223214 |
Profit Factor | 4.0561 | 7.8856 | 2.0136 | 2.3431 | 8.7558 | 0.8147 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 21 | 11 | 10 | 21 | 11 | 10 |
Profitability (%) | 70 | 68.5714 | 71.4286 | 70 | 68.5714 | 71.4286 |
Ratio Avg Win / Avg Loss | 1.7383 | 3.6142 | 0.8055 | 1.0042 | 4.0131 | 0.3259 |
Largest Winning Trade | 174759 | 174759 | 62831 | 37898385 | 37898385 | 9762320 |
Largest Losing Trade | -71584 | -43190 | -71584 | -18139010 | -2708215 | -18139010 |
Avg Bars in Trades | 100 | 110 | 91 | 100 | 110 | 91 |
Avg Bars in Winners | 119 | 121 | 117 | 119 | 121 | 117 |
Avg Bars in Losers | 58 | 86 | 28 | 58 | 86 | 28 |
Bars Traded | 7064 | 3855 | 3209 | 7064 | 3855 | 3209 |
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 | -203545 | -145745 | -235169 | -83970 | 703725 | -578009 |
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{ "first_band": { "type": "linreg", "factors": { "length": 179, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 249, "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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