Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1219045.443 | 1128923.1877 | 90122.2553 | 1542644.4893 | 1133492.6002 | 409151.8891 |
Total P&L (%) | 1219.0454 | 1128.9232 | 90.1223 | 1542.6445 | 1133.4926 | 409.1519 |
Avg Daily Profit (%) | 0.6597 | 0.611 | 0.0488 | 0.1516 | 0.1361 | 0.0881 |
Buy And Hold Return (%) | 70.7975 | 70.7975 | 70.7975 | 70.7975 | 70.7975 | 70.7975 |
Max Trade Drawdown | -97041 | -113148 | -45131 | -3317106 | -2987271 | -1740839 |
Profit Factor | 3.6029 | 5.88 | 1.3803 | 1.1294 | 1.1862 | 1.0701 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 51 | 22 | 29 | 51 | 22 | 29 |
Losing Trades | 60 | 34 | 26 | 60 | 34 | 26 |
Profitability (%) | 45.9459 | 39.2857 | 52.7273 | 45.9459 | 39.2857 | 52.7273 |
Ratio Avg Win / Avg Loss | 4.2387 | 9.0873 | 1.2375 | 1.3287 | 1.8333 | 0.9594 |
Largest Winning Trade | 951321 | 951321 | 60879 | 2927760 | 2927760 | 1124485 |
Largest Losing Trade | -40458 | -32942 | -40458 | -1555856 | -997631 | -1555856 |
Avg Bars in Trades | 63 | 54 | 72 | 63 | 54 | 72 |
Avg Bars in Winners | 88 | 79 | 95 | 88 | 79 | 95 |
Avg Bars in Losers | 42 | 37 | 48 | 42 | 37 | 48 |
Bars Traded | 7048 | 3034 | 4014 | 7048 | 3034 | 4014 |
Profit Streak | 37.2777 | 37.2777 | 72.2777 | 37.2777 | 37.2777 | 72.2777 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 682615 | -163241 | -386383 | -70309 | -208748 | -399483 |
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{ "first_band": { "type": "dcm", "factors": { "length": 2, "offset": 152 } }, "second_band": { "type": "bbm", "factors": { "length": 249, "offset": 0, "std": 3.04738 } } }
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# | 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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