Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1059249.6146 | 990599.4994 | 68650.1152 | 253850.2334 | 93409.9781 | 160440.2553 |
Total P&L (%) | 1059.2496 | 990.5995 | 68.6501 | 253.8502 | 93.41 | 160.4403 |
Avg Daily Profit (%) | 0.446 | 0.4171 | 0.0289 | 0.0532 | 0.0278 | 0.0403 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168544 | -170018 | -38410 | -1053473 | -989707 | -214538 |
Profit Factor | 2.6593 | 3.1638 | 1.3802 | 1.1456 | 1.0697 | 1.3966 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 37 | 14 | 23 | 37 | 14 | 23 |
Losing Trades | 33 | 21 | 12 | 33 | 21 | 12 |
Profitability (%) | 52.8571 | 40 | 65.7143 | 52.8571 | 40 | 65.7143 |
Ratio Avg Win / Avg Loss | 2.3718 | 4.7457 | 0.7201 | 1.0217 | 1.6046 | 0.7287 |
Largest Winning Trade | 740953 | 740953 | 31502 | 758685 | 758685 | 140582 |
Largest Losing Trade | -48049 | -48049 | -42758 | -398430 | -398430 | -214538 |
Avg Bars in Trades | 180 | 323 | 36 | 180 | 323 | 36 |
Avg Bars in Winners | 223 | 529 | 37 | 223 | 529 | 37 |
Avg Bars in Losers | 131 | 186 | 36 | 131 | 186 | 36 |
Bars Traded | 12621 | 11329 | 1292 | 12621 | 11329 | 1292 |
Profit Streak | 244.6091 | 0 | 594.4424 | 244.6091 | 0 | 594.4424 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -82326 | 433478 | -152068 | -279797 | -302374 | -136669 |
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{ "first_band": { "type": "dcm", "factors": { "length": 184, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 107, "offset": 0, "std": 2.51564 } } }
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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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