Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3184274.2207 | 3011020.0785 | 173254.1422 | 5983552.7405 | 7525520.9323 | -1541968.1918 |
Total P&L (%) | 3184.2742 | 3011.0201 | 173.2541 | 5983.5527 | 7525.5209 | -1541.9682 |
Avg Daily Profit (%) | 1.3755 | 1.3007 | 0.0748 | 0.1776 | 0.1874 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142889 | -137489 | -94966 | -35108617 | -30368221 | -15721742 |
Profit Factor | 6.4356 | 9.6257 | 1.7318 | 1.0677 | 1.1467 | 0.9585 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 42 | 18 | 24 | 42 | 18 | 24 |
Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
Profitability (%) | 44.2105 | 38.2979 | 50 | 44.2105 | 38.2979 | 50 |
Ratio Avg Win / Avg Loss | 8.1211 | 15.508 | 1.7318 | 1.3473 | 1.8475 | 0.9585 |
Largest Winning Trade | 2785839 | 2785839 | 75529 | 23343781 | 23343781 | 12527134 |
Largest Losing Trade | -39414 | -34849 | -39414 | -7770378 | -7589048 | -7770378 |
Avg Bars in Trades | 71 | 92 | 50 | 71 | 92 | 50 |
Avg Bars in Winners | 108 | 147 | 78 | 108 | 147 | 78 |
Avg Bars in Losers | 41 | 58 | 22 | 41 | 58 | 22 |
Bars Traded | 6767 | 4356 | 2411 | 6767 | 4356 | 2411 |
Profit Streak | 0 | 30.4916 | 0 | 0 | 30.4916 | 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 | 727040 | 655174 | -89648 | -140231 | -54038 | -580689 |
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{ "first_band": { "type": "dcm", "factors": { "length": 81, "offset": 42 } }, "second_band": { "type": "bbu", "factors": { "length": 221, "offset": 0, "std": 1.82282 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 81, "offset": 42 } }, "second_band": { "type": "bbu", "factors": { "length": 221, "offset": 0, "std": 1.82282 } } }
# | 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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