Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1148842.6176 | 1091897.3418 | 56945.2758 | 1741785.159 | 4577715.4781 | -2835930.3192 |
Total P&L (%) | 1148.8426 | 1091.8973 | 56.9453 | 1741.7852 | 4577.7155 | -2835.9303 |
Avg Daily Profit (%) | 0.4594 | 0.4366 | 0.0228 | 0.1166 | 0.1539 | 0 |
Buy And Hold Return (%) | 376.7823 | 376.7823 | 376.7823 | 376.7823 | 376.7823 | 376.7823 |
Max Trade Drawdown | -156615 | -113894 | -95354 | -9431899 | -6552419 | -3998803 |
Profit Factor | 2.8718 | 4.0131 | 1.2265 | 1.085 | 1.4091 | 0.6952 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 50 | 47.9167 | 52.0833 | 50 | 47.9167 | 52.0833 |
Ratio Avg Win / Avg Loss | 2.8718 | 4.3621 | 1.1284 | 1.085 | 1.5316 | 0.6396 |
Largest Winning Trade | 806261 | 806261 | 57735 | 9026812 | 9026812 | 2030852 |
Largest Losing Trade | -45905 | -28538 | -45905 | -3628970 | -2051167 | -3628970 |
Avg Bars in Trades | 50 | 74 | 25 | 50 | 74 | 25 |
Avg Bars in Winners | 59 | 88 | 32 | 59 | 88 | 32 |
Avg Bars in Losers | 41 | 62 | 18 | 41 | 62 | 18 |
Bars Traded | 4816 | 3582 | 1234 | 4816 | 3582 | 1234 |
Profit Streak | 100.1743 | 100.1743 | 146.6743 | 100.1743 | 100.1743 | 146.6743 |
Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 517002 | 509980 | -326540 | -164002 | 350706 | -578728 |
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{ "first_band": { "type": "bbm", "factors": { "length": 101, "offset": 0, "std": 3.14299 } }, "second_band": { "type": "dcm", "factors": { "length": 118, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 101, "offset": 0, "std": 3.14299 } }, "second_band": { "type": "dcm", "factors": { "length": 118, "offset": 0 } } }
# | 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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