Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 359856.0818 | 409509.6546 | -49653.5728 | 801.1608 | 1394578.7807 | -1393777.6198 |
Total P&L (%) | 359.8561 | 409.5097 | -49.6536 | 0.8012 | 1394.5788 | -1393.7776 |
Avg Daily Profit (%) | 0.1982 | 0.2256 | -0.0274 | 0.0004 | 0.1491 | 0 |
Buy And Hold Return (%) | 213.612 | 213.612 | 213.612 | 213.612 | 213.612 | 213.612 |
Max Trade Drawdown | -193172 | -102772 | -138222 | -2024828 | -500926 | -1713816 |
Profit Factor | 1.623 | 2.7921 | 0.8578 | 1.0003 | 2.3311 | 0.3488 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Profitability (%) | 51.7241 | 55.1724 | 48.2759 | 51.7241 | 55.1724 | 48.2759 |
Ratio Avg Win / Avg Loss | 1.5148 | 2.2686 | 0.919 | 0.9336 | 1.894 | 0.3737 |
Largest Winning Trade | 166791 | 166791 | 62957 | 855023 | 855023 | 181961 |
Largest Losing Trade | -73432 | -35143 | -73432 | -847613 | -325950 | -847613 |
Avg Bars in Trades | 121 | 99 | 143 | 121 | 99 | 143 |
Avg Bars in Winners | 120 | 84 | 162 | 120 | 84 | 162 |
Avg Bars in Losers | 122 | 118 | 126 | 122 | 118 | 126 |
Bars Traded | 7050 | 2887 | 4163 | 7050 | 2887 | 4163 |
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 | -177589 | 228315 | -581503 | -759191 | 400178 | -581503 |
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{ "first_band": { "type": "dcm", "factors": { "length": 175, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 171, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 175, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 171, "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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