Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 936507.5606 | 696540.3913 | 239967.1693 | 12144784.2123 | 5798248.5414 | 6346535.6709 |
Total P&L (%) | 936.5076 | 696.5404 | 239.9672 | 12144.7842 | 5798.2485 | 6346.5357 |
Avg Daily Profit (%) | 0.4737 | 0.3523 | 0.1214 | 0.2435 | 0.2064 | 0.211 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95343 | -118421 | -91009 | -4044145 | -4713340 | -2061495 |
Profit Factor | 2.0273 | 2.4386 | 1.5614 | 1.5312 | 1.4537 | 1.6295 |
Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Winning Trades | 99 | 47 | 52 | 99 | 47 | 52 |
Losing Trades | 109 | 57 | 52 | 109 | 57 | 52 |
Profitability (%) | 47.5962 | 45.1923 | 50 | 47.5962 | 45.1923 | 50 |
Ratio Avg Win / Avg Loss | 2.2321 | 2.9575 | 1.5614 | 1.6859 | 1.763 | 1.6295 |
Largest Winning Trade | 264110 | 264110 | 73232 | 5015133 | 5015133 | 3036589 |
Largest Losing Trade | -35092 | -35092 | -32484 | -2151985 | -2151985 | -1892159 |
Avg Bars in Trades | 28 | 22 | 33 | 28 | 22 | 33 |
Avg Bars in Winners | 37 | 29 | 45 | 37 | 29 | 45 |
Avg Bars in Losers | 19 | 17 | 21 | 19 | 17 | 21 |
Bars Traded | 5845 | 2385 | 3459 | 5845 | 2385 | 3459 |
Profit Streak | 0 | 0 | 508.8039 | 0 | 0 | 508.8039 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 527822 | 436222 | -27868 | 412165 | 300890 | 414845 |
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{ "first_band": { "type": "dcm", "factors": { "length": 41, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 27, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 41, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 27, "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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