Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1135879.1089 | 1147354.4341 | -11475.3252 | 212325.3936 | 311965.6835 | -99640.2899 |
Total P&L (%) | 1135.8791 | 1147.3544 | -11.4753 | 212.3254 | 311.9657 | -99.6403 |
Avg Daily Profit (%) | 0.6354 | 0.6418 | -0.0064 | 0.0637 | 0.0792 | -0.3143 |
Buy And Hold Return (%) | 405.7854 | 405.7854 | 405.7854 | 405.7854 | 405.7854 | 405.7854 |
Max Trade Drawdown | -109797 | -142528 | -187515 | -689301 | -869652 | -834065 |
Profit Factor | 2.4344 | 3.6429 | 0.9679 | 1.0543 | 1.1405 | 0.941 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 66 | 29 | 37 | 66 | 29 | 37 |
Losing Trades | 76 | 42 | 34 | 76 | 42 | 34 |
Profitability (%) | 46.4789 | 40.8451 | 52.1127 | 46.4789 | 40.8451 | 52.1127 |
Ratio Avg Win / Avg Loss | 2.8033 | 5.2759 | 0.8894 | 1.2141 | 1.6518 | 0.8647 |
Largest Winning Trade | 729716 | 729716 | 36303 | 786251 | 786251 | 214361 |
Largest Losing Trade | -62501 | -32080 | -62501 | -334604 | -161493 | -334604 |
Avg Bars in Trades | 36 | 52 | 20 | 36 | 52 | 20 |
Avg Bars in Winners | 49 | 76 | 28 | 49 | 76 | 28 |
Avg Bars in Losers | 24 | 34 | 12 | 24 | 34 | 12 |
Bars Traded | 5148 | 3695 | 1453 | 5148 | 3695 | 1453 |
Profit Streak | 0 | 0 | 77.8336 | 0 | 0 | 77.8336 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 436127 | -75169 | -666348 | -435377 | -408288 | -666348 |
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{ "first_band": { "type": "bbm", "factors": { "length": 82, "offset": 0, "std": 3.48983 } }, "second_band": { "type": "dcm", "factors": { "length": 73, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 82, "offset": 0, "std": 3.48983 } }, "second_band": { "type": "dcm", "factors": { "length": 73, "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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