Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 637287.4154 | 777536.2446 | -140248.8292 | -106550.9035 | -200642.218 | 94091.3146 |
Total P&L (%) | 637.2874 | 777.5362 | -140.2488 | -106.5509 | -200.6422 | 94.0913 |
Avg Daily Profit (%) | 0.345 | 0.421 | -0.0759 | 0 | 0 | 0.0359 |
Buy And Hold Return (%) | 114.8746 | 114.8746 | 114.8746 | 114.8746 | 114.8746 | 114.8746 |
Max Trade Drawdown | -192020 | -87656 | -175008 | -364544 | -201406 | -86376 |
Profit Factor | 1.8713 | 4.2495 | 0.715 | 0.7961 | 0.1947 | 1.3442 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 33 | 17 | 16 | 24 | 12 | 12 |
Losing Trades | 26 | 13 | 13 | 35 | 18 | 17 |
Profitability (%) | 55.9322 | 56.6667 | 55.1724 | 40.678 | 40 | 41.3793 |
Ratio Avg Win / Avg Loss | 1.4743 | 3.2497 | 0.581 | 1.161 | 0.2921 | 1.9043 |
Largest Winning Trade | 647183 | 647183 | 74596 | 271529 | 17053 | 271529 |
Largest Losing Trade | -129350 | -32846 | -129350 | -171732 | -171732 | -96739 |
Avg Bars in Trades | 59 | 54 | 63 | 59 | 54 | 63 |
Avg Bars in Winners | 73 | 63 | 82 | 42 | 45 | 40 |
Avg Bars in Losers | 41 | 43 | 40 | 70 | 61 | 80 |
Bars Traded | 3495 | 1646 | 1849 | 3495 | 1646 | 1849 |
Profit Streak | 0 | 0 | 0 | 139.0338 | 139.0338 | 154.0338 |
Trades During Streak | 0 | 0 | 0 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -167980 | 642003 | -580162 | -761131 | -583753 | -311681 |
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{ "first_band": { "type": "dcm", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 82, "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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