Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 281307.0296 | 188301.6896 | 93005.34 | 584017.1471 | 523269.2348 | 60747.9123 |
Total P&L (%) | 281.307 | 188.3017 | 93.0053 | 584.0171 | 523.2692 | 60.7479 |
Avg Daily Profit (%) | 0.5401 | 0.3615 | 0.1786 | 0.3699 | 0.3519 | 0.0912 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48675 | -29763 | -34924 | -432657 | -177373 | -285321 |
Profit Factor | 1.7233 | 2.1409 | 1.4154 | 1.4055 | 1.838 | 1.0745 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Losing Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Profitability (%) | 53.7975 | 53.1646 | 54.4304 | 53.7975 | 53.1646 | 54.4304 |
Ratio Avg Win / Avg Loss | 1.48 | 1.886 | 1.185 | 1.2071 | 1.6192 | 0.8995 |
Largest Winning Trade | 73787 | 73787 | 31556 | 202499 | 202499 | 177697 |
Largest Losing Trade | -26425 | -15328 | -26425 | -195046 | -111022 | -195046 |
Avg Bars in Trades | 152 | 142 | 163 | 152 | 142 | 163 |
Avg Bars in Winners | 180 | 166 | 194 | 180 | 166 | 194 |
Avg Bars in Losers | 120 | 114 | 126 | 120 | 114 | 126 |
Bars Traded | 24126 | 11233 | 12893 | 24126 | 11233 | 12893 |
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 | 483638 | -14042 | -18725 | 394897 | -14292 | -239097 |
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{ "first_band": { "type": "dcm", "factors": { "length": 238, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 187, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 238, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 187, "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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