Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 479110.9908 | 442507.4485 | 36603.5423 | 451556.2988 | 405704.2654 | 45852.0334 |
Total P&L (%) | 479.111 | 442.5074 | 36.6035 | 451.5563 | 405.7043 | 45.852 |
Avg Daily Profit (%) | 0.255 | 0.2355 | 0.0195 | 0.0909 | 0.0863 | 0.0201 |
Buy And Hold Return (%) | 188.4337 | 188.4337 | 188.4337 | 188.4337 | 188.4337 | 188.4337 |
Max Trade Drawdown | -73587 | -64869 | -44180 | -500341 | -515521 | -322027 |
Profit Factor | 1.8625 | 2.2781 | 1.1749 | 1.167 | 1.2307 | 1.0485 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 69 | 31 | 38 | 69 | 31 | 38 |
Losing Trades | 59 | 33 | 26 | 59 | 33 | 26 |
Profitability (%) | 53.9063 | 48.4375 | 59.375 | 53.9063 | 48.4375 | 59.375 |
Ratio Avg Win / Avg Loss | 1.5926 | 2.4251 | 0.8039 | 0.9978 | 1.3101 | 0.7174 |
Largest Winning Trade | 301108 | 301108 | 18680 | 455321 | 455321 | 94290 |
Largest Losing Trade | -38202 | -33435 | -38202 | -202758 | -202758 | -130882 |
Avg Bars in Trades | 173 | 290 | 55 | 173 | 290 | 55 |
Avg Bars in Winners | 211 | 401 | 56 | 211 | 401 | 56 |
Avg Bars in Losers | 128 | 187 | 54 | 128 | 187 | 54 |
Bars Traded | 22179 | 18622 | 3557 | 22179 | 18622 | 3557 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322339 | -132093 | -500341 | -113520 | -223747 | -638634 |
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{ "first_band": { "type": "dcm", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 83, "offset": 0, "std": 2.4341 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 83, "offset": 0, "std": 2.4341 } } }
# | 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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