Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 406774.2555 | 310337.0565 | 96437.199 | 508432.9643 | 878968.549 | -370535.5847 |
Total P&L (%) | 406.7743 | 310.3371 | 96.4372 | 508.433 | 878.9685 | -370.5356 |
Avg Daily Profit (%) | 0.171 | 0.1305 | 0.0405 | 0.0759 | 0.0959 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109201 | -88426 | -118333 | -892504 | -600282 | -737166 |
Profit Factor | 1.5207 | 1.9279 | 1.2159 | 1.1004 | 1.4399 | 0.8791 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 76 | 39 | 37 | 76 | 39 | 37 |
Losing Trades | 89 | 43 | 46 | 89 | 43 | 46 |
Profitability (%) | 46.0606 | 47.561 | 44.5783 | 46.0606 | 47.561 | 44.5783 |
Ratio Avg Win / Avg Loss | 1.7808 | 2.1256 | 1.5116 | 1.2886 | 1.5876 | 1.093 |
Largest Winning Trade | 75981 | 75981 | 52145 | 354880 | 354880 | 284532 |
Largest Losing Trade | -45175 | -27147 | -45175 | -354573 | -171044 | -354573 |
Avg Bars in Trades | 83 | 92 | 75 | 83 | 92 | 75 |
Avg Bars in Winners | 126 | 145 | 106 | 126 | 145 | 106 |
Avg Bars in Losers | 47 | 45 | 49 | 47 | 45 | 49 |
Bars Traded | 13842 | 7605 | 6238 | 13842 | 7605 | 6238 |
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 | 332980 | -20607 | -140512 | -201878 | -67816 | -581551 |
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{ "first_band": { "type": "dcm", "factors": { "length": 206, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 17, "offset": 0, "std": 1.78775 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 206, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 17, "offset": 0, "std": 1.78775 } } }
# | 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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