Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1394042.7201 | 1501794.2536 | -107751.5335 | -120919.5241 | 1548943.8454 | -1669863.3695 |
Total P&L (%) | 1394.0427 | 1501.7943 | -107.7515 | -120.9195 | 1548.9438 | -1669.8634 |
Avg Daily Profit (%) | 0.7513 | 0.8094 | -0.0581 | 0 | 0.1512 | 0 |
Buy And Hold Return (%) | 213.0102 | 213.0102 | 213.0102 | 213.0102 | 213.0102 | 213.0102 |
Max Trade Drawdown | -285854 | -125369 | -231016 | -2817109 | -350436 | -2976348 |
Profit Factor | 2.8859 | 5.6265 | 0.7401 | 0.9689 | 3.1453 | 0.4717 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 29 | 13 | 16 | 38 | 20 | 18 |
Losing Trades | 38 | 21 | 17 | 29 | 14 | 15 |
Profitability (%) | 43.2836 | 38.2353 | 48.4848 | 56.7164 | 58.8235 | 54.5455 |
Ratio Avg Win / Avg Loss | 3.7816 | 9.0889 | 0.7863 | 0.7394 | 2.2017 | 0.3931 |
Largest Winning Trade | 1572258 | 1572258 | 71263 | 1572258 | 1572258 | 571211 |
Largest Losing Trade | -118709 | -47453 | -118709 | -2510945 | -296011 | -2510945 |
Avg Bars in Trades | 102 | 95 | 109 | 102 | 95 | 109 |
Avg Bars in Winners | 104 | 83 | 121 | 108 | 118 | 98 |
Avg Bars in Losers | 100 | 103 | 97 | 93 | 64 | 121 |
Bars Traded | 6857 | 3257 | 3600 | 6857 | 3257 | 3600 |
Profit Streak | 0 | 0 | 0 | 146.5492 | 146.5492 | 158.7992 |
Trades During Streak | 0 | 0 | 0 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -105933 | 606098 | -581392 | -699524 | 565905 | -579248 |
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{ "first_band": { "type": "dcm", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 221, "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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