Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 107613.893 | 60751.9589 | 46861.9341 | 113055.9115 | 74130.2608 | 38925.6507 |
Total P&L (%) | 107.6139 | 60.752 | 46.8619 | 113.0559 | 74.1303 | 38.9257 |
Avg Daily Profit (%) | 0.4132 | 0.2333 | 0.1799 | 0.2909 | 0.2132 | 0.1263 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55289 | -44736 | -42143 | -109886 | -78488 | -75209 |
Profit Factor | 1.2072 | 1.2449 | 1.1727 | 1.1473 | 1.2047 | 1.096 |
Total Trades | 527 | 264 | 263 | 527 | 264 | 263 |
Winning Trades | 258 | 127 | 131 | 258 | 127 | 131 |
Losing Trades | 269 | 137 | 132 | 269 | 137 | 132 |
Profitability (%) | 48.9564 | 48.1061 | 49.8099 | 48.9564 | 48.1061 | 49.8099 |
Ratio Avg Win / Avg Loss | 1.2587 | 1.3429 | 1.1817 | 1.1962 | 1.2996 | 1.1044 |
Largest Winning Trade | 25016 | 25016 | 14733 | 39119 | 39119 | 15250 |
Largest Losing Trade | -17990 | -17990 | -17021 | -22132 | -22132 | -20055 |
Avg Bars in Trades | 46 | 47 | 46 | 46 | 47 | 46 |
Avg Bars in Winners | 45 | 45 | 45 | 45 | 45 | 45 |
Avg Bars in Losers | 48 | 48 | 47 | 48 | 48 | 47 |
Bars Traded | 24663 | 12522 | 12141 | 24663 | 12522 | 12141 |
Profit Streak | 4.8244 | 4.939 | 4.8244 | 4.8245 | 4.939 | 4.8245 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 411567 | 262207 | -24333 | -47651 | 269382 | -141257 |
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{ "first_band": { "type": "dcm", "factors": { "length": 81, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 198, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 81, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 198, "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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