Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 86826.4126 | 66279.8121 | 20546.6005 | 115979.5852 | 83445.6189 | 32533.9663 |
Total P&L (%) | 86.8264 | 66.2798 | 20.5466 | 115.9796 | 83.4456 | 32.534 |
Avg Daily Profit (%) | 1.0002 | 0.7635 | 0.2367 | 0.891 | 0.7014 | 0.325 |
Buy And Hold Return (%) | 47.372 | 47.372 | 47.372 | 47.372 | 47.372 | 47.372 |
Max Trade Drawdown | -22096 | -24616 | -11542 | -31558 | -34815 | -16412 |
Profit Factor | 1.6496 | 1.8276 | 1.3835 | 1.564 | 1.6713 | 1.3999 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 82 | 42 | 40 | 82 | 42 | 40 |
Losing Trades | 75 | 36 | 39 | 75 | 36 | 39 |
Profitability (%) | 52.2293 | 53.8462 | 50.6329 | 52.2293 | 53.8462 | 50.6329 |
Ratio Avg Win / Avg Loss | 1.5088 | 1.5665 | 1.3489 | 1.4305 | 1.4326 | 1.3649 |
Largest Winning Trade | 21635 | 21635 | 7262 | 36694 | 36694 | 12723 |
Largest Losing Trade | -7430 | -7430 | -4913 | -11119 | -11119 | -7133 |
Avg Bars in Trades | 155 | 239 | 72 | 155 | 239 | 72 |
Avg Bars in Winners | 201 | 312 | 85 | 201 | 312 | 85 |
Avg Bars in Losers | 105 | 155 | 59 | 105 | 155 | 59 |
Bars Traded | 24414 | 18688 | 5726 | 24414 | 18688 | 5726 |
Profit Streak | 0 | 0.5638 | 0 | 0 | 0.5638 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 259520 | -64990 | -185793 | 352435 | -33810 | -185216 |
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{ "first_band": { "type": "dcm", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 160, "offset": 0, "std": 1.3732 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 160, "offset": 0, "std": 1.3732 } } }
# | 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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