Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 473839.532 | 414458.5933 | 59380.9387 | 181316.3182 | 15374.0786 | 165942.2396 |
Total P&L (%) | 473.8395 | 414.4586 | 59.3809 | 181.3163 | 15.3741 | 165.9422 |
Avg Daily Profit (%) | 0.2013 | 0.1761 | 0.0252 | 0.044 | 0.0061 | 0.0416 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147463 | -104675 | -103253 | -1389882 | -983905 | -405976 |
Profit Factor | 1.5913 | 1.945 | 1.1637 | 1.0412 | 1.0061 | 1.0876 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 75 | 32 | 43 | 75 | 32 | 43 |
Losing Trades | 90 | 50 | 40 | 90 | 50 | 40 |
Profitability (%) | 45.4545 | 39.0244 | 51.8072 | 45.4545 | 39.0244 | 51.8072 |
Ratio Avg Win / Avg Loss | 1.9096 | 3.0391 | 1.0825 | 1.2494 | 1.5721 | 1.0117 |
Largest Winning Trade | 226473 | 226473 | 43333 | 507406 | 507406 | 214198 |
Largest Losing Trade | -44024 | -44024 | -32794 | -240053 | -240053 | -232687 |
Avg Bars in Trades | 41 | 62 | 20 | 41 | 62 | 20 |
Avg Bars in Winners | 60 | 109 | 24 | 60 | 109 | 24 |
Avg Bars in Losers | 25 | 32 | 16 | 25 | 32 | 16 |
Bars Traded | 6844 | 5144 | 1700 | 6844 | 5144 | 1700 |
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 | 349371 | 85845 | -200130 | -310353 | -416083 | -261397 |
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{ "first_band": { "type": "dcm", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 167, "offset": 0, "std": 3.99084 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 167, "offset": 0, "std": 3.99084 } } }
# | 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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