Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 593580.6899 | 486559.1869 | 107021.503 | 436080.8778 | 80848.4294 | 355232.4484 |
Total P&L (%) | 593.5807 | 486.5592 | 107.0215 | 436.0809 | 80.8484 | 355.2324 |
Avg Daily Profit (%) | 0.2518 | 0.2064 | 0.0454 | 0.0713 | 0.0251 | 0.0643 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116843 | -95414 | -220355 | -393227 | -377778 | -272168 |
Profit Factor | 1.4192 | 1.7215 | 1.1443 | 1.1699 | 1.0616 | 1.2832 |
Total Trades | 307 | 154 | 153 | 307 | 154 | 153 |
Winning Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Losing Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Profitability (%) | 42.0195 | 42.2078 | 41.8301 | 42.0195 | 42.2078 | 41.8301 |
Ratio Avg Win / Avg Loss | 1.9583 | 2.3571 | 1.5913 | 1.6142 | 1.4536 | 1.7845 |
Largest Winning Trade | 109161 | 109161 | 52476 | 245368 | 245368 | 243081 |
Largest Losing Trade | -57194 | -22222 | -57194 | -89548 | -89548 | -81406 |
Avg Bars in Trades | 30 | 24 | 35 | 30 | 24 | 35 |
Avg Bars in Winners | 43 | 32 | 53 | 43 | 32 | 53 |
Avg Bars in Losers | 21 | 19 | 23 | 21 | 19 | 23 |
Bars Traded | 9301 | 3845 | 5456 | 9301 | 3845 | 5456 |
Profit Streak | 9.7781 | 9.7781 | 12.0281 | 9.7781 | 9.7781 | 12.0281 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 360427 | 327669 | -195244 | -130747 | -313912 | -108264 |
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{ "first_band": { "type": "dcm", "factors": { "length": 54, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 211, "offset": 0, "std": 1.69997 } } }
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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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