Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 764888.0686 | 640203.2663 | 124684.8023 | 5660523.3275 | 2847358.6041 | 2813164.7234 |
Total P&L (%) | 764.8881 | 640.2033 | 124.6848 | 5660.5233 | 2847.3586 | 2813.1647 |
Avg Daily Profit (%) | 0.3672 | 0.3073 | 0.0599 | 0.1948 | 0.1626 | 0.162 |
Buy And Hold Return (%) | 271.0957 | 271.0957 | 271.0957 | 271.0957 | 271.0957 | 271.0957 |
Max Trade Drawdown | -95480 | -52626 | -168037 | -4095772 | -2412510 | -2596480 |
Profit Factor | 1.7399 | 2.2355 | 1.2418 | 1.2795 | 1.2625 | 1.2991 |
Total Trades | 265 | 133 | 132 | 265 | 133 | 132 |
Winning Trades | 140 | 68 | 72 | 140 | 68 | 72 |
Losing Trades | 125 | 65 | 60 | 125 | 65 | 60 |
Profitability (%) | 52.8302 | 51.1278 | 54.5455 | 52.8302 | 51.1278 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.5535 | 2.1368 | 1.0348 | 1.1424 | 1.2068 | 1.0826 |
Largest Winning Trade | 113487 | 113487 | 55201 | 1729995 | 1556095 | 1729995 |
Largest Losing Trade | -48492 | -28402 | -48492 | -1819780 | -1211493 | -1819780 |
Avg Bars in Trades | 93 | 86 | 99 | 93 | 86 | 99 |
Avg Bars in Winners | 105 | 94 | 115 | 105 | 94 | 115 |
Avg Bars in Losers | 79 | 79 | 79 | 79 | 79 | 79 |
Bars Traded | 24684 | 11570 | 13114 | 24684 | 11570 | 13114 |
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 | 404935 | 312327 | -278666 | 349385 | 270625 | 294359 |
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{ "first_band": { "type": "dcm", "factors": { "length": 215, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 170, "offset": 0, "std": 2.40645 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 215, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 170, "offset": 0, "std": 2.40645 } } }
# | 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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