Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 776753.3592 | 669582.8522 | 107170.507 | 1868450.1848 | -409617.95 | 2278068.1349 |
Total P&L (%) | 776.7534 | 669.5829 | 107.1705 | 1868.4502 | -409.618 | 2278.0681 |
Avg Daily Profit (%) | 0.4187 | 0.361 | 0.0578 | 0.1608 | 0 | 0.171 |
Buy And Hold Return (%) | 84.378 | 84.378 | 84.378 | 84.378 | 84.378 | 84.378 |
Max Trade Drawdown | -50344 | -99014 | -67555 | -2143146 | -2546963 | -979188 |
Profit Factor | 2.8798 | 3.6304 | 1.6755 | 1.2514 | 0.9233 | 2.0893 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Losing Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Profitability (%) | 57.8947 | 62.069 | 53.5714 | 57.8947 | 62.069 | 53.5714 |
Ratio Avg Win / Avg Loss | 2.0944 | 2.2186 | 1.4521 | 0.9101 | 0.5642 | 1.8107 |
Largest Winning Trade | 360288 | 360288 | 64729 | 1464320 | 1464320 | 1052229 |
Largest Losing Trade | -39215 | -39215 | -31540 | -1527642 | -1527642 | -817817 |
Avg Bars in Trades | 60 | 45 | 76 | 60 | 45 | 76 |
Avg Bars in Winners | 77 | 43 | 119 | 77 | 43 | 119 |
Avg Bars in Losers | 37 | 48 | 27 | 37 | 48 | 27 |
Bars Traded | 3458 | 1311 | 2147 | 3458 | 1311 | 2147 |
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 | -163071 | 637684 | -216042 | -172653 | -579268 | -8830 |
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{ "first_band": { "type": "dcm", "factors": { "length": 93, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 114, "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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