Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 507461.0272 | 369673.7473 | 137787.2799 | 571098.4279 | -337591.4082 | 908689.8361 |
Total P&L (%) | 507.461 | 369.6737 | 137.7873 | 571.0984 | -337.5914 | 908.6898 |
Avg Daily Profit (%) | 0.2866 | 0.2088 | 0.0778 | 0.1076 | 0 | 0.1306 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158400 | -132650 | -77575 | -3736396 | -3342411 | -2391664 |
Profit Factor | 1.5012 | 1.5919 | 1.3552 | 1.0223 | 0.979 | 1.0949 |
Total Trades | 283 | 141 | 142 | 283 | 141 | 142 |
Winning Trades | 130 | 60 | 70 | 130 | 60 | 70 |
Losing Trades | 153 | 81 | 72 | 153 | 81 | 72 |
Profitability (%) | 45.9364 | 42.5532 | 49.2958 | 45.9364 | 42.5532 | 49.2958 |
Ratio Avg Win / Avg Loss | 1.7668 | 2.1491 | 1.394 | 1.2031 | 1.3217 | 1.1262 |
Largest Winning Trade | 167938 | 167938 | 53623 | 1463563 | 1463563 | 979356 |
Largest Losing Trade | -37420 | -37420 | -23313 | -1303975 | -1303975 | -729503 |
Avg Bars in Trades | 35 | 47 | 23 | 35 | 47 | 23 |
Avg Bars in Winners | 48 | 69 | 30 | 48 | 69 | 30 |
Avg Bars in Losers | 24 | 31 | 15 | 24 | 31 | 15 |
Bars Traded | 10033 | 6724 | 3309 | 10033 | 6724 | 3309 |
Profit Streak | 54.6016 | 54.7683 | 54.6016 | 54.6016 | 54.7683 | 54.6016 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 435117 | 293791 | -88222 | -244097 | -581625 | -133909 |
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{ "first_band": { "type": "bbm", "factors": { "length": 182, "offset": 0, "std": 2.27293 } }, "second_band": { "type": "dcm", "factors": { "length": 114, "offset": 0 } } }
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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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