Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 963941.7008 | 1055458.8723 | -91517.1715 | -86862.6717 | 341865.8873 | -428728.559 |
Total P&L (%) | 963.9417 | 1055.4589 | -91.5172 | -86.8627 | 341.8659 | -428.7286 |
Avg Daily Profit (%) | 0.4059 | 0.4444 | -0.0385 | -0.0854 | 0.0626 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -179654 | -129322 | -196792 | -672823 | -313167 | -506282 |
Profit Factor | 1.7138 | 2.5324 | 0.8617 | 0.9456 | 1.437 | 0.4744 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 60 | 25 | 35 | 60 | 25 | 35 |
Losing Trades | 107 | 59 | 48 | 107 | 59 | 48 |
Profitability (%) | 35.9281 | 29.7619 | 42.1687 | 35.9281 | 29.7619 | 42.1687 |
Ratio Avg Win / Avg Loss | 3.0563 | 5.9765 | 1.1817 | 1.6864 | 3.3912 | 0.6507 |
Largest Winning Trade | 927416 | 927416 | 62924 | 617014 | 617014 | 66899 |
Largest Losing Trade | -59853 | -47140 | -59853 | -175631 | -175631 | -129759 |
Avg Bars in Trades | 83 | 77 | 89 | 83 | 77 | 89 |
Avg Bars in Winners | 153 | 163 | 145 | 153 | 163 | 145 |
Avg Bars in Losers | 44 | 40 | 49 | 44 | 40 | 49 |
Bars Traded | 13924 | 6474 | 7450 | 13924 | 6474 | 7450 |
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 | 304126 | 208731 | -582488 | -582597 | -116482 | -584155 |
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{ "first_band": { "type": "bbm", "factors": { "length": 150, "offset": 0, "std": 2.60414 } }, "second_band": { "type": "dcm", "factors": { "length": 28, "offset": 0 } } }
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# | 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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