Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1807048.687 | 1566639.7177 | 240408.9693 | 56295235.6957 | 25372350.4945 | 30922885.2012 |
Total P&L (%) | 1807.0487 | 1566.6397 | 240.409 | 56295.2357 | 25372.3505 | 30922.8852 |
Avg Daily Profit (%) | 0.719 | 0.6233 | 0.0957 | 0.2524 | 0.2207 | 0.2285 |
Buy And Hold Return (%) | 346.3967 | 346.3967 | 346.3967 | 346.3967 | 346.3967 | 346.3967 |
Max Trade Drawdown | -99774 | -72279 | -59326 | -23327273 | -17734646 | -14303061 |
Profit Factor | 4.0684 | 5.8846 | 1.8964 | 1.5498 | 1.449 | 1.674 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 67 | 30 | 37 | 67 | 30 | 37 |
Losing Trades | 62 | 34 | 28 | 62 | 34 | 28 |
Profitability (%) | 51.938 | 46.875 | 56.9231 | 51.938 | 46.875 | 56.9231 |
Ratio Avg Win / Avg Loss | 3.7648 | 6.6692 | 1.4351 | 1.4342 | 1.6422 | 1.2668 |
Largest Winning Trade | 1060083 | 1060083 | 54222 | 15992706 | 15992706 | 14010053 |
Largest Losing Trade | -37490 | -37490 | -36847 | -8255583 | -8255583 | -7129984 |
Avg Bars in Trades | 57 | 77 | 36 | 57 | 77 | 36 |
Avg Bars in Winners | 71 | 107 | 42 | 71 | 107 | 42 |
Avg Bars in Losers | 41 | 52 | 28 | 41 | 52 | 28 |
Bars Traded | 7355 | 4985 | 2370 | 7355 | 4985 | 2370 |
Profit Streak | 5.2092 | 0 | 27.8759 | 5.2092 | 0 | 27.8759 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 709282 | -122053 | -358798 | 410468 | -130075 | -119900 |
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{ "first_band": { "type": "dcm", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 237, "offset": 0, "std": 1.39979 } } }
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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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