Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 24443.7145 | 13278.9269 | 11164.7876 | 25609.0841 | 13328.7981 | 12280.286 |
Total P&L (%) | 24.4437 | 13.2789 | 11.1648 | 25.6091 | 13.3288 | 12.2803 |
Avg Daily Profit (%) | 1.408 | 0.7649 | 0.6431 | 1.3221 | 0.7234 | 0.6694 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -21484 | -12033 | -15140 | -22290 | -12464 | -15097 |
Profit Factor | 1.2126 | 1.2476 | 1.182 | 1.2105 | 1.2348 | 1.1893 |
Total Trades | 482 | 241 | 241 | 482 | 241 | 241 |
Winning Trades | 227 | 107 | 120 | 227 | 107 | 120 |
Losing Trades | 255 | 134 | 121 | 255 | 134 | 121 |
Profitability (%) | 47.0954 | 44.3983 | 49.7925 | 47.0954 | 44.3983 | 49.7925 |
Ratio Avg Win / Avg Loss | 1.3621 | 1.5624 | 1.1918 | 1.3598 | 1.5464 | 1.1992 |
Largest Winning Trade | 5250 | 5250 | 3517 | 4780 | 4780 | 3726 |
Largest Losing Trade | -3455 | -2144 | -3455 | -3258 | -2189 | -3258 |
Avg Bars in Trades | 51 | 50 | 52 | 51 | 50 | 52 |
Avg Bars in Winners | 67 | 69 | 64 | 67 | 69 | 64 |
Avg Bars in Losers | 37 | 34 | 40 | 37 | 34 | 40 |
Bars Traded | 24755 | 12064 | 12691 | 24755 | 12064 | 12691 |
Profit Streak | 0 | 0 | 2.92 | 0 | 0 | 2.92 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302410 | -53804 | -140237 | 324565 | -52409 | -97292 |
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{ "first_band": { "type": "bbm", "factors": { "length": 173, "offset": 0, "std": 2.60234 } }, "second_band": { "type": "dcm", "factors": { "length": 146, "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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