Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1363564.7238 | 1229316.5061 | 134248.2177 | -3066858.4129 | -1398130.1596 | -1668728.2532 |
Total P&L (%) | 1363.5647 | 1229.3165 | 134.2482 | -3066.8584 | -1398.1302 | -1668.7283 |
Avg Daily Profit (%) | 0.5735 | 0.517 | 0.0565 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159437 | -81087 | -147279 | -5473602 | -3018252 | -2520254 |
Profit Factor | 2.892 | 5.2303 | 1.3121 | 0.7495 | 0.7582 | 0.7417 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 40 | 20 | 20 | 44 | 20 | 24 |
Losing Trades | 46 | 23 | 23 | 42 | 23 | 19 |
Profitability (%) | 46.5116 | 46.5116 | 46.5116 | 51.1628 | 46.5116 | 55.814 |
Ratio Avg Win / Avg Loss | 3.3258 | 6.0148 | 1.5089 | 0.7154 | 0.8719 | 0.5872 |
Largest Winning Trade | 885168 | 885168 | 71047 | 825618 | 825618 | 783636 |
Largest Losing Trade | -129462 | -42230 | -129462 | -1807757 | -1552347 | -1807757 |
Avg Bars in Trades | 80 | 77 | 83 | 80 | 77 | 83 |
Avg Bars in Winners | 115 | 112 | 118 | 48 | 41 | 54 |
Avg Bars in Losers | 49 | 47 | 52 | 113 | 109 | 119 |
Bars Traded | 6917 | 3333 | 3584 | 6917 | 3333 | 3584 |
Profit Streak | 0 | 0 | 0 | 75.5668 | 262.9001 | 75.5668 |
Trades During Streak | 0 | 0 | 0 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 562487 | 626598 | -117560 | -578976 | -580732 | -579008 |
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{ "first_band": { "type": "dcm", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 28, "offset": 0, "std": 1.48331 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 28, "offset": 0, "std": 1.48331 } } }
# | 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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