Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 975735.8772 | 785643.355 | 190092.5222 | 8688667.7669 | 4043046.2177 | 4645621.5492 |
Total P&L (%) | 975.7359 | 785.6434 | 190.0925 | 8688.6678 | 4043.0462 | 4645.6215 |
Avg Daily Profit (%) | 0.527 | 0.4244 | 0.1027 | 0.2421 | 0.2014 | 0.2087 |
Buy And Hold Return (%) | 141.8568 | 141.8568 | 141.8568 | 141.8568 | 141.8568 | 141.8568 |
Max Trade Drawdown | -85986 | -48051 | -55791 | -1240544 | -735656 | -943862 |
Profit Factor | 4.3439 | 6.2782 | 2.3298 | 3.1683 | 2.7933 | 3.6508 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Profitability (%) | 60 | 56.6667 | 63.3333 | 60 | 56.6667 | 63.3333 |
Ratio Avg Win / Avg Loss | 2.8959 | 4.801 | 1.3488 | 2.1122 | 2.1361 | 2.1136 |
Largest Winning Trade | 584210 | 584210 | 46047 | 2185169 | 2185169 | 1679038 |
Largest Losing Trade | -29980 | -25306 | -29980 | -515243 | -515243 | -455940 |
Avg Bars in Trades | 89 | 121 | 57 | 89 | 121 | 57 |
Avg Bars in Winners | 95 | 133 | 61 | 95 | 133 | 61 |
Avg Bars in Losers | 80 | 106 | 50 | 80 | 106 | 50 |
Bars Traded | 5367 | 3646 | 1721 | 5367 | 3646 | 1721 |
Profit Streak | 12.3203 | 0 | 413.6536 | 12.3203 | 0 | 413.6536 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -153519 | 659733 | -109526 | -157132 | 511099 | 646444 |
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{ "first_band": { "type": "dcm", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 188, "offset": 0, "std": 1.2217 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 188, "offset": 0, "std": 1.2217 } } }
# | 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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