Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 256592.551 | 299985.0836 | -43392.5326 | -77819.5002 | 251924.1949 | -329743.6951 |
Total P&L (%) | 256.5926 | 299.9851 | -43.3925 | -77.8195 | 251.9242 | -329.7437 |
Avg Daily Profit (%) | 0.1389 | 0.1624 | -0.0235 | -0.0815 | 0.0681 | 0 |
Buy And Hold Return (%) | 33.0399 | 33.0399 | 33.0399 | 33.0399 | 33.0399 | 33.0399 |
Max Trade Drawdown | -314187 | -116215 | -276602 | -256871 | -24256 | -346097 |
Profit Factor | 1.2262 | 1.5991 | 0.9315 | 0.8186 | 5.8341 | 0.1249 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Losing Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Profitability (%) | 55.9406 | 56.4356 | 55.4455 | 55.9406 | 56.4356 | 55.4455 |
Ratio Avg Win / Avg Loss | 0.9657 | 1.2344 | 0.7486 | 0.6447 | 4.5035 | 0.1004 |
Largest Winning Trade | 65319 | 65319 | 59266 | 89260 | 89260 | 5021 |
Largest Losing Trade | -82003 | -49155 | -82003 | -212157 | -11812 | -212157 |
Avg Bars in Trades | 34 | 27 | 42 | 34 | 27 | 42 |
Avg Bars in Winners | 31 | 20 | 42 | 31 | 20 | 42 |
Avg Bars in Losers | 39 | 36 | 41 | 39 | 36 | 41 |
Bars Traded | 6994 | 2750 | 4244 | 6994 | 2750 | 4244 |
Profit Streak | 30.9365 | 0 | 39.9365 | 30.9365 | 0 | 39.9365 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -7315 | 361368 | -579809 | -578410 | -92747 | -579809 |
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{ "first_band": { "type": "dcm", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 53, "offset": 0, "std": 3.1612 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 53, "offset": 0, "std": 3.1612 } } }
# | 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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