Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2298167.3009 | 2416026.6968 | -117859.3959 | -74948.0288 | 416406.4076 | -491354.4364 |
Total P&L (%) | 2298.1673 | 2416.0267 | -117.8594 | -74.948 | 416.4064 | -491.3544 |
Avg Daily Profit (%) | 1.2446 | 1.3084 | -0.0638 | -0.0749 | 0.089 | 0 |
Buy And Hold Return (%) | 137.4728 | 137.4728 | 137.4728 | 137.4728 | 137.4728 | 137.4728 |
Max Trade Drawdown | -304427 | -182565 | -158723 | -2155456 | -1094432 | -1152066 |
Profit Factor | 2.7837 | 4.3866 | 0.795 | 0.9819 | 1.1782 | 0.7288 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 68 | 29 | 39 | 68 | 29 | 39 |
Losing Trades | 118 | 64 | 54 | 118 | 64 | 54 |
Profitability (%) | 36.5591 | 31.1828 | 41.9355 | 36.5591 | 31.1828 | 41.9355 |
Ratio Avg Win / Avg Loss | 4.8306 | 9.6808 | 1.1008 | 1.7039 | 2.6002 | 1.009 |
Largest Winning Trade | 2372580 | 2372580 | 46797 | 1358583 | 1358583 | 459679 |
Largest Losing Trade | -44409 | -36212 | -44409 | -504059 | -504059 | -407506 |
Avg Bars in Trades | 58 | 86 | 29 | 58 | 86 | 29 |
Avg Bars in Winners | 90 | 172 | 29 | 90 | 172 | 29 |
Avg Bars in Losers | 39 | 48 | 29 | 39 | 48 | 29 |
Bars Traded | 10818 | 8072 | 2746 | 10818 | 8072 | 2746 |
Profit Streak | 0 | 29.2594 | 0 | 0 | 29.2594 | 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 | 526016 | 499282 | -582275 | -582253 | -107769 | -582275 |
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{ "first_band": { "type": "dcm", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 21, "offset": 0, "std": 4.36696 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 21, "offset": 0, "std": 4.36696 } } }
# | 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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