Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 374622.0837 | 231481.8384 | 143140.2453 | 381623.9512 | 621317.8616 | -239693.9104 |
Total P&L (%) | 374.6221 | 231.4818 | 143.1402 | 381.624 | 621.3179 | -239.6939 |
Avg Daily Profit (%) | 0.2232 | 0.1379 | 0.0853 | 0.0937 | 0.1178 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109920 | -94964 | -79657 | -973799 | -386724 | -920493 |
Profit Factor | 1.2616 | 1.3424 | 1.1894 | 1.0719 | 1.2598 | 0.9178 |
Total Trades | 513 | 257 | 256 | 513 | 257 | 256 |
Winning Trades | 254 | 123 | 131 | 254 | 123 | 131 |
Losing Trades | 259 | 134 | 125 | 259 | 134 | 125 |
Profitability (%) | 49.5127 | 47.8599 | 51.1719 | 49.5127 | 47.8599 | 51.1719 |
Ratio Avg Win / Avg Loss | 1.2865 | 1.4625 | 1.1349 | 1.093 | 1.3725 | 0.8757 |
Largest Winning Trade | 47515 | 47515 | 40860 | 275733 | 249390 | 275733 |
Largest Losing Trade | -26089 | -21333 | -26089 | -239231 | -148189 | -239231 |
Avg Bars in Trades | 38 | 35 | 42 | 38 | 35 | 42 |
Avg Bars in Winners | 45 | 39 | 50 | 45 | 39 | 50 |
Avg Bars in Losers | 32 | 31 | 34 | 32 | 31 | 34 |
Bars Traded | 19979 | 9089 | 10890 | 19979 | 9089 | 10890 |
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 | 365770 | -8581 | -90356 | -206769 | -35503 | -579842 |
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{ "first_band": { "type": "dcm", "factors": { "length": 74, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 25, "offset": 0, "std": 1.61617 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 74, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 25, "offset": 0, "std": 1.61617 } } }
# | 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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