Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1868288.7926 | 1766771.9229 | 101516.8697 | 5705700.7436 | 370723.2585 | 5334977.4852 |
Total P&L (%) | 1868.2888 | 1766.7719 | 101.5169 | 5705.7007 | 370.7233 | 5334.9775 |
Avg Daily Profit (%) | 0.9913 | 0.9374 | 0.0539 | 0.2157 | 0.0822 | 0.2122 |
Buy And Hold Return (%) | 308.7668 | 308.7668 | 308.7668 | 308.7668 | 308.7668 | 308.7668 |
Max Trade Drawdown | -129884 | -89446 | -78715 | -14932701 | -11764038 | -7651410 |
Profit Factor | 3.9248 | 5.7836 | 1.3768 | 1.1199 | 1.0132 | 1.2749 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 67 | 37 | 30 | 67 | 37 | 30 |
Profitability (%) | 37.3832 | 31.4815 | 43.3962 | 37.3832 | 31.4815 | 43.3962 |
Ratio Avg Win / Avg Loss | 6.5741 | 12.5877 | 1.7958 | 1.8759 | 2.2051 | 1.6629 |
Largest Winning Trade | 1133564 | 1133564 | 56227 | 5926124 | 5926124 | 4572660 |
Largest Losing Trade | -23689 | -23689 | -19516 | -2906129 | -1839394 | -2906129 |
Avg Bars in Trades | 50 | 44 | 57 | 50 | 44 | 57 |
Avg Bars in Winners | 95 | 91 | 98 | 95 | 91 | 98 |
Avg Bars in Losers | 24 | 23 | 25 | 24 | 23 | 25 |
Bars Traded | 5439 | 2413 | 3026 | 5439 | 2413 | 3026 |
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 | 543013 | -166731 | -467723 | -83949 | -578993 | -173439 |
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{ "first_band": { "type": "bbm", "factors": { "length": 89, "offset": 0, "std": 4.66108 } }, "second_band": { "type": "dcm", "factors": { "length": 9, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 89, "offset": 0, "std": 4.66108 } }, "second_band": { "type": "dcm", "factors": { "length": 9, "offset": 0 } } }
# | 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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