Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1080308.2152 | 887400.9003 | 192907.3149 | 47195864.0884 | 63565582.4377 | -16369718.3493 |
Total P&L (%) | 1080.3082 | 887.4009 | 192.9073 | 47195.8641 | 63565.5824 | -16369.7183 |
Avg Daily Profit (%) | 0.4319 | 0.3547 | 0.0771 | 0.2465 | 0.2584 | 0 |
Buy And Hold Return (%) | 795.6059 | 795.6059 | 795.6059 | 795.6059 | 795.6059 | 795.6059 |
Max Trade Drawdown | -74219 | -79326 | -66949 | -25163126 | -5455392 | -19707733 |
Profit Factor | 4.4698 | 7.2242 | 2.143 | 2.1356 | 5.9838 | 0.4317 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 18 | 9 | 9 | 18 | 9 | 9 |
Profitability (%) | 68.9655 | 68.9655 | 68.9655 | 68.9655 | 68.9655 | 68.9655 |
Ratio Avg Win / Avg Loss | 2.0114 | 3.2509 | 0.9644 | 0.961 | 2.6927 | 0.1943 |
Largest Winning Trade | 316384 | 316384 | 61799 | 50005018 | 50005018 | 1782802 |
Largest Losing Trade | -66949 | -32746 | -66949 | -11751030 | -5455392 | -11751030 |
Avg Bars in Trades | 78 | 95 | 62 | 78 | 95 | 62 |
Avg Bars in Winners | 82 | 96 | 68 | 82 | 96 | 68 |
Avg Bars in Losers | 70 | 91 | 49 | 70 | 91 | 49 |
Bars Traded | 4572 | 2761 | 1811 | 4572 | 2761 | 1811 |
Profit Streak | 74.2048 | 125.7048 | 0 | 74.2048 | 125.7048 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -213506 | -109024 | -252059 | -166763 | 720840 | -578374 |
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{ "first_band": { "type": "bbm", "factors": { "length": 219, "offset": 0, "std": 4.16835 } }, "second_band": { "type": "dcm", "factors": { "length": 194, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 219, "offset": 0, "std": 4.16835 } }, "second_band": { "type": "dcm", "factors": { "length": 194, "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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