Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1863240.702 | 1678645.7677 | 184594.9342 | 2135217.4037 | -1599682.7167 | 3734900.1204 |
Total P&L (%) | 1863.2407 | 1678.6458 | 184.5949 | 2135.2174 | -1599.6827 | 3734.9001 |
Avg Daily Profit (%) | 1.0352 | 0.9327 | 0.1026 | 0.1728 | 0 | 0.2028 |
Buy And Hold Return (%) | 234.7982 | 234.7982 | 234.7982 | 234.7982 | 234.7982 | 234.7982 |
Max Trade Drawdown | -148845 | -150598 | -44439 | -5237330 | -5745535 | -1704787 |
Profit Factor | 5.1005 | 6.8127 | 2.1147 | 1.1431 | 0.8337 | 1.7053 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 46 | 18 | 28 | 46 | 18 | 28 |
Losing Trades | 40 | 25 | 15 | 40 | 25 | 15 |
Profitability (%) | 53.4884 | 41.8605 | 65.1163 | 53.4884 | 41.8605 | 65.1163 |
Ratio Avg Win / Avg Loss | 4.4352 | 9.462 | 1.1329 | 0.994 | 1.158 | 0.9136 |
Largest Winning Trade | 1714677 | 1714677 | 61024 | 2275362 | 2275362 | 1746598 |
Largest Losing Trade | -31846 | -31846 | -26262 | -1372526 | -1253565 | -1372526 |
Avg Bars in Trades | 110 | 147 | 73 | 110 | 147 | 73 |
Avg Bars in Winners | 123 | 185 | 82 | 123 | 185 | 82 |
Avg Bars in Losers | 96 | 120 | 56 | 96 | 120 | 56 |
Bars Traded | 9522 | 6352 | 3170 | 9522 | 6352 | 3170 |
Profit Streak | 0 | 0 | 156.1606 | 0 | 0 | 156.1606 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 789147 | 673017 | -216337 | -56254 | -582225 | 399680 |
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{ "first_band": { "type": "dcm", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 168, "offset": 0, "std": 2.60755 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 168, "offset": 0, "std": 2.60755 } } }
# | 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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