Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1235216.6529 | 1130275.9448 | 104940.7081 | 281175.8398 | 330388.7214 | -49212.8816 |
Total P&L (%) | 1235.2167 | 1130.2759 | 104.9407 | 281.1758 | 330.3887 | -49.2129 |
Avg Daily Profit (%) | 0.6881 | 0.6297 | 0.0585 | 0.0746 | 0.0813 | -0.0377 |
Buy And Hold Return (%) | 58.5796 | 58.5796 | 58.5796 | 58.5796 | 58.5796 | 58.5796 |
Max Trade Drawdown | -140279 | -89365 | -88883 | -1379426 | -449093 | -1176851 |
Profit Factor | 4.0391 | 8.0908 | 1.4248 | 1.1061 | 1.4786 | 0.9749 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 30 | 11 | 19 | 30 | 11 | 19 |
Losing Trades | 31 | 19 | 12 | 31 | 19 | 12 |
Profitability (%) | 49.1803 | 36.6667 | 61.2903 | 49.1803 | 36.6667 | 61.2903 |
Ratio Avg Win / Avg Loss | 4.1737 | 13.9751 | 0.8999 | 1.143 | 2.554 | 0.6157 |
Largest Winning Trade | 1187817 | 1187817 | 50188 | 757069 | 757069 | 522213 |
Largest Losing Trade | -73855 | -34155 | -73855 | -1133051 | -153743 | -1133051 |
Avg Bars in Trades | 50 | 45 | 56 | 50 | 45 | 56 |
Avg Bars in Winners | 69 | 92 | 56 | 69 | 92 | 56 |
Avg Bars in Losers | 32 | 18 | 55 | 32 | 18 | 55 |
Bars Traded | 3107 | 1369 | 1738 | 3107 | 1369 | 1738 |
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 | -147018 | 540209 | -122531 | -365017 | -88201 | -579354 |
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{ "first_band": { "type": "dcm", "factors": { "length": 227, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 25, "offset": 0, "std": 3.73532 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 227, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 25, "offset": 0, "std": 3.73532 } } }
# | 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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