Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 577284.9124 | 636362.8513 | -59077.9389 | -69944.414 | 51557.2993 | -121501.7132 |
Total P&L (%) | 577.2849 | 636.3629 | -59.0779 | -69.9444 | 51.5573 | -121.5017 |
Avg Daily Profit (%) | 0.2984 | 0.3289 | -0.0305 | -0.0621 | 0.0215 | 0 |
Buy And Hold Return (%) | 18.5622 | 18.5622 | 18.5622 | 18.5622 | 18.5622 | 18.5622 |
Max Trade Drawdown | -257806 | -189625 | -103798 | -1132186 | -1063625 | -329671 |
Profit Factor | 1.4133 | 1.7927 | 0.9005 | 0.9844 | 1.0198 | 0.9354 |
Total Trades | 325 | 163 | 162 | 325 | 163 | 162 |
Winning Trades | 132 | 58 | 74 | 132 | 58 | 74 |
Losing Trades | 193 | 105 | 88 | 193 | 105 | 88 |
Profitability (%) | 40.6154 | 35.5828 | 45.679 | 40.6154 | 35.5828 | 45.679 |
Ratio Avg Win / Avg Loss | 2.0664 | 3.2454 | 1.0709 | 1.4393 | 1.8463 | 1.1124 |
Largest Winning Trade | 500052 | 500052 | 25334 | 791126 | 791126 | 199413 |
Largest Losing Trade | -30096 | -27015 | -30096 | -278236 | -205208 | -278236 |
Avg Bars in Trades | 70 | 111 | 29 | 70 | 111 | 29 |
Avg Bars in Winners | 90 | 169 | 29 | 90 | 169 | 29 |
Avg Bars in Losers | 56 | 79 | 30 | 56 | 79 | 30 |
Bars Traded | 22955 | 18118 | 4837 | 22955 | 18118 | 4837 |
Profit Streak | 4.7776 | 4.7776 | 11.111 | 4.7776 | 4.7776 | 11.111 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352441 | 278616 | -579581 | -580087 | -369856 | -579581 |
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{ "first_band": { "type": "dcm", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 36, "offset": 0, "std": 4.18111 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 36, "offset": 0, "std": 4.18111 } } }
# | 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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